The fixed points of the multivariate smoothing transform

DOI10.1007/s00440-015-0615-yzbMath1347.60121arXiv1309.0733OpenAlexW3099584233MaRDI QIDQ2634904

Sebastian Mentemeier

Publication date: 10 February 2016

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

Full work available at URL: https://arxiv.org/abs/1309.0733

zbMATH Keywords

branching processesrandom matricesmultitype branching random walkMarkov random walkssmoothing transformweighted branchingChoquet-Deny lemmamultivariate stable laws

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Martingales with continuous parameter (60G44) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (9)

Solutions to complex smoothing equations ⋮ The fixed points of the multivariate smoothing transform ⋮ On multidimensional Mandelbrot cascades ⋮ Large deviation expansions for the coefficients of random walks on the general linear group ⋮ Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group ⋮ Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk ⋮ Moments, large and moderate deviations for branching random walks with immigration in random environments ⋮ On conditioning a self-similar growth-fragmentation by its intrinsic area ⋮ All solutions of the stochastic fixed point equation of the Quicksort process

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