We study the asymptotic behavior of the survival probability of a multi-type branching
process in a random environment. In the one-dimensional situation, the class of processes …

The asymptotic behavior of the survival probability for multi-type branching processes in a
random environment is studied. In the case where all particles are of one type, the class of …

We provide large deviations estimates for the upper tail of the number of triangles in scale-
free inhomogeneous random graphs where the degrees have power law tails with index …

We study the first passage time $\tau_u=\inf\{n\geq 1:| V_n|> u\} $ for the multivariate
perpetuity sequence $ V_n= Q_1+ M_1 Q_2+\cdots+(M_1\ldots M_ {n-1}) Q_n $, where …

Generalized autoregressive conditionally heteroskedastic (GARCH) processes are widely
used for modelling financial returns, with their extremal properties being of interest for …

This thesis is about analysis of heavy-tailed time series. We discuss tail properties of real-
world equity return series and investigate the possibility that a single tail index is shared by …

We study properties of ap-type subcritical branching process in random environment
initiated at moment zero by a vector z=(z 1,.., zp) of particles of different types. For p= 1 the …

In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical
affine perpetuity model of Kesten (1973) and Goldie (1991) all discount factors in the model …

For a class of additive processes driven by the affine recursion X n+ 1= A n+ 1 X n+ B n+ 1,
we develop a sample-path large deviations principle in the M 1′ topology on D [0, 1]. We …

We study the asymptotic behaviour of the survival probability of a multitype branching
process in random environment. The class of processes we consider here corresponds, in …