Tail behavior of solutions of linear recursions on trees
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Publication:424501
DOI10.1016/j.spa.2012.01.003zbMath1253.60077arXiv1108.3809MaRDI QIDQ424501
Publication date: 1 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.3809
regular variation; large deviations; random difference equations; multiplicative cascades; stochastic fixed point equations; stochastic recursion; weighted branching processes
60H25: Random operators and equations (aspects of stochastic analysis)
60F10: Large deviations
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
60K05: Renewal theory
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