Fixed points of the smoothing transform: two-sided solutions

DOI10.1007/s00440-011-0395-yzbMath1279.60026arXiv1009.2412OpenAlexW1996206971MaRDI QIDQ1939557

Gerold Alsmeyer, Matthias Meiners

Publication date: 4 March 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.2412

zbMATH Keywords

infinite divisibilitystable distributionsmoothing transformationmultiplicative martingalesstochastic fixed-point equationweighted branching process

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (31)

Solutions to complex smoothing equations ⋮ The fixed points of the multivariate smoothing transform ⋮ The Weighted Branching Process ⋮ On multidimensional Mandelbrot cascades ⋮ PageRank in Scale-Free Random Graphs ⋮ 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 ⋮ Multi-dimensional smoothing transformations: existence, regularity and stability of fixed points ⋮ Complete characterization of convergence to equilibrium for an inelastic Kac model ⋮ Solutions of kinetic-type equations with perturbed collisions ⋮ Implicit renewal theorem for trees with general weights ⋮ The phase diagram of the complex branching Brownian motion energy model ⋮ Maximums on trees ⋮ Asymptotics for Weighted Random Sums ⋮ PageRank's behavior under degree correlations ⋮ Convergence Rates in the Implicit Renewal Theorem on Trees ⋮ The functional equation of the smoothing transform ⋮ Linear stochastic equations in the critical case ⋮ On the derivative martingale in a branching random walk ⋮ Self-similar solutions to kinetic-type evolution equations: beyond the boundary case ⋮ Regular variation in a fixed-point problem for single- and multi-class branching processes and queues ⋮ All solutions of the stochastic fixed point equation of the Quicksort process ⋮ Stochastic fixed-point equations ⋮ 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 ⋮ Mean field dynamics of interaction processes with duplication, loss and copy ⋮ Characterization of weak convergence of probability-valued solutions of general one-dimensional kinetic equations

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