Fixed points of inhomogeneous smoothing transforms

DOI10.1080/10236198.2011.589514zbMATH Open1275.60019arXiv1007.4509OpenAlexW3105962955MaRDI QIDQ2902283FDOQ2902283

Authors: Gerold Alsmeyer, Matthias Meiners 

Publication date: 17 August 2012

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Abstract: We consider the inhomogeneous version of the fixed-point equation of the smoothing transformation, that is, the equation $Xstackreld=C+su{m}_{igeq1}{T}_i{X}_i$, where $stackreld=$ means equality in distribution, $(C,T_1,T_2,\mathrm{...})$ is a given sequence of non-negative random variables and $X_1,X_2,\mathrm{...}$ is a sequence of i.i.d. copies of the non-negative random variable $X$ independent of $(C,T_1,T_2,\mathrm{...})$. In this situation, $X$ (or, more precisely, the distribution of $X$) is said to be a fixed point of the (inhomogeneous) smoothing transform. In the present paper, we give a necessary and sufficient condition for the existence of a fixed point. Further, we establish an explicit one-to-one correspondence with the solutions to the corresponding homogeneous equation with C=0. Using this correspondence, we present a full characterization of the set of fixed points under mild assumptions.

Full work available at URL: https://arxiv.org/abs/1007.4509

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zbMATH Keywords

Laplace transformbranching random walkmultiplicative martingalesstochastic fixed-point equation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional equations for real functions (39B22)

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Cited In (36)

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• Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\)
• Tail asymptotics of maximums on trees in the critical case
• Solutions of kinetic-type equations with perturbed collisions
• Symmetric fixed points of a smoothing transformation
• Solutions to complex smoothing equations
• On an integro-functional equation related to fixed points of the smoothing transforms
• Stochastic fixed-point equations
• The functional equation of the smoothing transform
• Heavy tailed solutions of multivariate smoothing transforms
• Regular variation of fixed points of the smoothing transform
• Linear stochastic equations in the critical case
• Implicit renewal theory and power tails on trees
• The weighted branching process
• Elementary fixed points of the BRW smoothing transforms with infinite number of summands
• Stochastic recursions on directed random graphs
• A stochastic fixed point equation related to weighted branching with deterministic weights
• Convergence of the population dynamics algorithm in the Wasserstein metric
• Fixed points of the multivariate smoothing transform: the critical case
• Maximums on trees
• Fixed points of the smoothing transform: two-sided solutions
• The fixed points of the multivariate smoothing transform
• A min-type stochastic fixed-point equation related to the smoothing transformation
• The smoothing transform: a review of contraction results
• Stationary waiting time in parallel queues with synchronization
• Title not available (Why is that?)
• Thin tails of fixed points of the nonhomogeneous smoothing transform
• On fixed points of Poisson shot noise transforms
• Fixed points with finite variance of a smoothing transformation.
• Precise tail index of fixed points of the two-sided smoothing transform
• Stochastic fixed-point equation and local dependence measure
• PageRank's behavior under degree correlations
• Nonlinear hyperbolic smoothing at a focal point
• All solutions of the stochastic fixed point equation of the Quicksort process
• Precise tail asymptotics of fixed points of the smoothing transform with general weights
• Fixed points of the smoothing transform: the boundary case

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