The functional equation of the smoothing transform

DOI10.1214/11-AOP670zbMath1266.39022arXiv0906.3133OpenAlexW3104044466MaRDI QIDQ690873

Matthias Meiners, J. D. Biggins, Gerold Alsmeyer

Publication date: 29 November 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.3133

zbMATH Keywords

fixed pointbranching processWeibull distributionbranching random walkgeneral branching processChoquet-deny-type functional equationendrogenymultiplicative martingalessmoothing transformstochastic fixed-point equationweighted branching

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Probability distributions: general theory (60E05) Applications of branching processes (60J85) Functional equations for real functions (39B22)

Related Items (36)

Solutions to complex smoothing equations ⋮ Importance sampling for maxima on trees ⋮ Implicit Renewal Theory and Power Tails on Trees ⋮ The fixed points of the multivariate smoothing transform ⋮ The Weighted Branching Process ⋮ Parameterised branching processes: a functional version of Kesten \& Stigum theorem ⋮ Thin tails of fixed points of the nonhomogeneous smoothing transform ⋮ On multidimensional Mandelbrot cascades ⋮ Smoothing equations for large Pólya urns ⋮ Fixed points of the smoothing transform: two-sided solutions ⋮ Central limit theorem in uniform metrics for generalized Kac equations ⋮ Stochastic recursions on directed random graphs ⋮ Tail behavior of solutions of linear recursions on trees ⋮ On the law of terminal value of additive martingales in a remarkable branching stable process ⋮ Regularly log-periodic functions and some applications ⋮ Implicit renewal theorem for trees with general weights ⋮ Fixed points of smoothing transformation in random environment ⋮ PageRank's behavior under degree correlations ⋮ Generalized integrated Cauchy functional equation with applications to probability models ⋮ Convergence Rates in the Implicit Renewal Theorem on Trees ⋮ Self-similar solutions in one-dimensional kinetic models: a probabilistic view ⋮ Linear stochastic equations in the critical case ⋮ An Almost-Sure Renewal Theorem for Branching Random Walks on the Line ⋮ Genealogy of the extremal process of the branching random walk ⋮ Implicit renewal theory in the arithmetic case ⋮ Fluctuations of Biggins' martingales at complex parameters ⋮ Branching-stable point measures and processes ⋮ Regular variation in a fixed-point problem for single- and multi-class branching processes and queues ⋮ Stochastic fixed-point equations ⋮ Convergence of the population dynamics algorithm in the Wasserstein metric ⋮ Stationary Waiting Time in Parallel Queues with Synchronization ⋮ On the branching convolution equation \(\mathcal{E}=\mathcal{Z}\circledast \mathcal{E} \) ⋮ A simple method to find all solutions to the functional equation of the smoothing transform ⋮ The Smoothing Transform: A Review of Contraction Results ⋮ Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform ⋮ Precise tail asymptotics of fixed points of the smoothing transform with general weights

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