Regular variation of fixed points of the smoothing transform

DOI10.1016/j.spa.2019.11.011zbMath1434.60309OpenAlexW2994481549MaRDI QIDQ2182628

Quan-sheng Liu, Xin Gang Liang

Publication date: 26 May 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2019.11.011

zbMATH Keywords

regular variationtail behaviorbranching random walksmoothing transformMandelbrot's martingale

Mathematics Subject Classification ID

Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (2)

Asymptotic expansions in the central limit theorem for a branching Wiener process ⋮ Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk

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