Implicit Renewal Theory and Power Tails on Trees

DOI10.1239/AAP/1339878723zbMath1253.60076arXiv1006.3295OpenAlexW2963392592MaRDI QIDQ2898918

Predrag R. Jelenković, Mariana Olvera-Cravioto

Publication date: 12 July 2012

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.3295

zbMATH Keywords

large deviationspower lawstochastic recursionimplicit renewal theorymultiplicative cascadestochastic fixed-point equationweighted branching process

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Related Items (21)

Martingales in self-similar growth-fragmentations and their connections with random planar maps ⋮ Importance sampling for maxima on trees ⋮ The fixed points of the multivariate smoothing transform ⋮ Tail asymptotics of maximums on trees in the critical case ⋮ On fixed points of a generalized multidimensional affine recursion ⋮ On multidimensional Mandelbrot cascades ⋮ PageRank in Scale-Free Random Graphs ⋮ Tail behavior of solutions of linear recursions on trees ⋮ The precise tail behavior of the total progeny of a killed branching random walk ⋮ Implicit renewal theorem for trees with general weights ⋮ Heavy tailed solutions of multivariate smoothing transforms ⋮ Maximums on trees ⋮ PageRank on inhomogeneous random digraphs ⋮ PageRank's behavior under degree correlations ⋮ Convergence Rates in the Implicit Renewal Theorem on Trees ⋮ Linear stochastic equations in the critical case ⋮ Convergence of the population dynamics algorithm in the Wasserstein metric ⋮ Stationary Waiting Time in Parallel Queues with Synchronization ⋮ 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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A survey of max-type recursive distributional equations
• The functional equation of the smoothing transform
• A stochastic fixed point equation for weighted minima and maxima
• Implicit renewal theory and tails of solutions of random equations
• A stochastic fixed point equation related to weighted branching with deterministic weights
• Random difference equations and renewal theory for products of random matrices
• Sur certaines martingales de Benoit Mandelbrot
• One limit distribution for a random walk on the line
• Limit theorems for semi-Markov processes and renewal theory for Markov chains
• Seneta-Heyde norming in the branching random walk
• Multiplicative cascades: Dimension spectra and dependence
• On generalized multiplicative cascades
• A general limit theorem for recursive algorithms and combinatorial structures
• The contraction method for recursive algorithms
• Elementary fixed points of the BRW smoothing transforms with infinite number of summands
• Approximating the limiting Quicksort distribution
• Fixed points of inhomogeneous smoothing transforms
• Information ranking and power laws on trees
• Asymptotic analysis for personalized Web search
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients
• Generalized potlatch and smoothing processes
• Martingale convergence in the branching random walk
• Fixed points of a generalized smoothing transformation and applications to the branching random walk
• Fixed points of the smoothing transformation

This page was built for publication: Implicit Renewal Theory and Power Tails on Trees