A new characterization of endogeny
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Abstract: Aldous and Bandyopadhyay have shown that each solution to a recursive distributional equation (RDE) gives rise to recursive tree process (RTP), which is a sort of Markov chain in which time has a tree-like structure and in which the state of each vertex is a random function of its descendants. If the state at the root is measurable with respect to the sigma field generated by the random functions attached to all vertices, then the RTP is said to be endogenous. For RTPs defined by continuous maps, Aldous and Bandyopadhyay showed that endogeny is equivalent to bivariate uniqueness, and they asked if the continuity hypothesis can be removed. We introduce a higher-level RDE that through its -th moment measures contains all -variate RDEs. We show that this higher-level RDE has minimal and maximal fixed points with respect to the convex order, and that these coincide if and only if the corresponding RTP is endogenous. As a side result, this allows us to answer the question of Aldous and Bandyopadhyay positively.
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Cites work
- scientific article; zbMATH DE number 3140146 (Why is no real title available?)
- scientific article; zbMATH DE number 3151072 (Why is no real title available?)
- scientific article; zbMATH DE number 1404324 (Why is no real title available?)
- A necessary and sufficient condition for the tail-triviality of a recursive tree process
- A survey of max-type recursive distributional equations
- Constructive Markov chains indexed by \(\mathbb Z\)
- Convex analysis and measurable multifunctions
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Gibbs measures and phase transitions.
- Reconstruction on trees: Beating the second eigenvalue
- The Existence of Probability Measures with Given Marginals
Cited in
(12)- Lines of descent in the deterministic mutation-selection model with pairwise interaction
- Combinatorial games on Galton-Watson trees involving several-generation-jump moves
- Stochastic recursions on directed random graphs
- A survey of max-type recursive distributional equations
- Frozen percolation on the binary tree is nonendogenous
- Recursive tree processes and the mean-field limit of stochastic flows
- A recursive distributional equation for the stable tree
- A phase transition between endogeny and nonendogeny
- Minimax functions on Galton-Watson trees
- A necessary and sufficient condition for the tail-triviality of a recursive tree process
- Dynamics and endogeny for recursive processes on trees
- Endogeny for the logistic recursive distributional equation
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