Weighted moments of solutions of the stochastic linear recursive distributional equation and applications

DOI10.1360/N012019-00045zbMATH Open1499.60070MaRDI QIDQ5064033FDOQ5064033

Authors: Xu Li, Yanqing Wang, Quansheng Liu 

Publication date: 21 March 2022

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zbMATH Keywords

regular variationbranching processbranching random walkweighted momentsMandelbrot's martingalestochastic linear recursive distributional equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (5)

• Asymptotic properties and absolute continuity of laws stable by random weighted mean.
• On solutions of the affine recursion and the smoothing transform in the critical case
• A weighted branch model with applications to the analysis of stochastic fixed point equations.
• On a linear recursive distributional equation
• Precise tail asymptotics of fixed points of the smoothing transform with general weights

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