A min-type stochastic fixed-point equation related to the smoothing transformation

zbMath1224.60016arXiv0907.0300MaRDI QIDQ3077847

Matthias Meiners, Gerold Alsmeyer

Publication date: 22 February 2011

Full work available at URL: https://arxiv.org/abs/0907.0300

zbMATH Keywords

branching random walksmoothing transformationmultiplicative martingalesstochastic fixed-point equationelementary fixed points

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Functional equations for real functions (39B22)

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