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

DOI10.1360/N012019-00045MaRDI QIDQ5064033zbMATH OpenFDO

Authors Xu Li, Yanqing Wang, Quansheng Liu

Publication date 21 March 2022

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)

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Cited in

(5)

• On a linear recursive distributional equation
• Precise tail asymptotics of fixed points of the smoothing transform with general weights
• 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.
• Asymptotic properties and absolute continuity of laws stable by random weighted mean.

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