Fixed points of inhomogeneous smoothing transforms

DOI10.1080/10236198.2011.589514MaRDI QIDQ2902283zbMATH OpenOpenAlexFDO

Authors Gerold Alsmeyer, Matthias Meiners

Publication date 17 August 2012

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

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

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)

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.

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Cited in

(36)

• Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\)
• On the absolute continuity of fixed points of smoothing transforms
• 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
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• Stochastic fixed-point equations
• Heavy tailed solutions of multivariate smoothing transforms
• Regular variation of fixed points of the smoothing transform
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• Maximums on trees
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• Precise tail asymptotics of fixed points of the smoothing transform with general weights
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