Tail behavior of solutions of linear recursions on trees (Q424501): Difference between revisions
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The aim of the paper is to investigate the tail behavior of the solution to the stochastic fixed point equation \(R= \sum_{i=1}^N C_iR_i + Q\) where the equality is in distribution, \((Q, N, C_1, C_2, \dots)\) is a random vector and \(\{R_i\}\) is a sequence of i.i.d. random variables. The author constructs an explicit solution on a weighted branching tree which is the only one of practical interest. The main result of the paper is the derivation of uniform bound for the distribution of the sum of weights in the \(n\)-th generation. | |||
Property / review text: The aim of the paper is to investigate the tail behavior of the solution to the stochastic fixed point equation \(R= \sum_{i=1}^N C_iR_i + Q\) where the equality is in distribution, \((Q, N, C_1, C_2, \dots)\) is a random vector and \(\{R_i\}\) is a sequence of i.i.d. random variables. The author constructs an explicit solution on a weighted branching tree which is the only one of practical interest. The main result of the paper is the derivation of uniform bound for the distribution of the sum of weights in the \(n\)-th generation. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Ruhollah Jahanipur / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60K05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J80 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6040303 / rank | |||
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Property / zbMATH Keywords | |||
stochastic fixed point equations | |||
Property / zbMATH Keywords: stochastic fixed point equations / rank | |||
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weighted branching processes | |||
Property / zbMATH Keywords: weighted branching processes / rank | |||
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regular variation | |||
Property / zbMATH Keywords: regular variation / rank | |||
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stochastic recursion | |||
Property / zbMATH Keywords: stochastic recursion / rank | |||
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large deviations | |||
Property / zbMATH Keywords: large deviations / rank | |||
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random difference equations | |||
Property / zbMATH Keywords: random difference equations / rank | |||
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multiplicative cascades | |||
Property / zbMATH Keywords: multiplicative cascades / rank | |||
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Revision as of 22:26, 29 June 2023
scientific article
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English | Tail behavior of solutions of linear recursions on trees |
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Tail behavior of solutions of linear recursions on trees (English)
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1 June 2012
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The aim of the paper is to investigate the tail behavior of the solution to the stochastic fixed point equation \(R= \sum_{i=1}^N C_iR_i + Q\) where the equality is in distribution, \((Q, N, C_1, C_2, \dots)\) is a random vector and \(\{R_i\}\) is a sequence of i.i.d. random variables. The author constructs an explicit solution on a weighted branching tree which is the only one of practical interest. The main result of the paper is the derivation of uniform bound for the distribution of the sum of weights in the \(n\)-th generation.
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stochastic fixed point equations
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weighted branching processes
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regular variation
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stochastic recursion
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large deviations
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random difference equations
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multiplicative cascades
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