Stochastic fixed point for the maximum (Q3154694)
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scientific article; zbMATH DE number 2127745
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| English | Stochastic fixed point for the maximum |
scientific article; zbMATH DE number 2127745 |
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14 January 2005
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fixed point equation
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maximum
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weighted branching processes
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water cascades
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0.91361856
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0.9001318
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0.8796601
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0.8787957
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0.87718153
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0.8769368
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Stochastic fixed point for the maximum (English)
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The authors present a systematic approach to study various properties of stochastic point equations of the form \(dX=\sup_{i}T_iX_i,\) considered with respect to \(X\geq 0\) given \(T=(T_1,T_2,...),\) where the random objects \(T,X_i,i=1,2,\dots,\) are independent (but the components of \(T\) may be dependent) and \(X_i\) are distributed as \(X\). In the case when \(\sup_iT_i\leq 1\) a method is described allowing to find solutions of the fixed point equation above. The results obtained are applied to investigate a water cascade model. For the entire collection see [Zbl 1047.68003].
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