The functional equation of the smoothing transform
DOI10.1214/11-AOP670zbMATH Open1266.39022arXiv0906.3133OpenAlexW3104044466MaRDI QIDQ690873FDOQ690873
Matthias Meiners, J. D. Biggins, Gerold Alsmeyer
Publication date: 29 November 2012
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.3133
Recommendations
- A simple method to find all solutions to the functional equation of the smoothing transform
- Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
- Some comments on thinned renewal processes
- Sur certaines lois invariantes par moyenne pondérée aléatoire
- A new characterization of Laplace functionals and probability generating functionals
- scientific article; zbMATH DE number 679789
- An extension of a functional equation of Poincaré and Mandelbrot
- On fixed points of Poisson shot noise transforms
- A note on Markov branching processes
Weibull distributionfixed pointbranching processbranching random walkgeneral branching processChoquet-deny-type functional equationendrogenymultiplicative martingalessmoothing transformstochastic fixed-point equationweighted branching
Probability distributions: general theory (60E05) Martingales with discrete parameter (60G42) Applications of branching processes (60J85) Functional equations for real functions (39B22)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On conditioning a random walk to stay nonnegative
- Title not available (Why is that?)
- Title not available (Why is that?)
- Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
- General branching processes as Markov fields
- The contraction method for recursive algorithms
- Title not available (Why is that?)
- Asymptotic distribution theory for Hoare's selection algorithm
- A survey of max-type recursive distributional equations
- A limit theorem for “quicksort”
- Seneta-Heyde norming in the branching random walk
- Martingale convergence in the branching random walk
- Measure change in multitype branching
- Title not available (Why is that?)
- Fixed points of the smoothing transformation
- On the lattice case of an almost-sure renewal theorem for branching random walks
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fixed points of the smoothing transform: the boundary case
- Elementary fixed points of the BRW smoothing transforms with infinite number of summands
- Title not available (Why is that?)
- Fixed points of inhomogeneous smoothing transforms
- Fixed points of the smoothing transform: two-sided solutions
- Fixed points of a generalized smoothing transformation and applications to the branching random walk
- A stochastic fixed point equation related to weighted branching with deterministic weights
- Lindley-type equations in the branching random walk
- Title not available (Why is that?)
- Slow variation and uniqueness of solutions to the functional equation in the branching random walk
- A stochastic fixed point equation for weighted minima and maxima
- Fixed points with finite variance of a smoothing transformation.
- On the probabilistic worst-case time of ``find
- On the convergence of supercritical general (C-M-J) branching processes
- On stochastic recursive equations of sum and max type
- Martingale convergence and the stopped branching random walk
- A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
- Title not available (Why is that?)
- A min-type stochastic fixed-point equation related to the smoothing transformation
- On an integro-functional equation related to fixed points of the smoothing transforms
- On the total length of the random minimal directed spanning tree
- Title not available (Why is that?)
Cited In (38)
- Generalized integrated Cauchy functional equation with applications to probability models
- Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform
- Central limit theorem in uniform metrics for generalized Kac equations
- Fluctuations of Biggins' martingales at complex parameters
- Stationary Waiting Time in Parallel Queues with Synchronization
- Solutions to complex smoothing equations
- Tail behavior of solutions of linear recursions on trees
- On an integro-functional equation related to fixed points of the smoothing transforms
- Stochastic fixed-point equations
- Fixed points of smoothing transformation in random environment
- Importance sampling for maxima on trees
- Self-similar solutions in one-dimensional kinetic models: a probabilistic view
- A simple method to find all solutions to the functional equation of the smoothing transform
- Convergence Rates in the Implicit Renewal Theorem on Trees
- Linear stochastic equations in the critical case
- An Almost-Sure Renewal Theorem for Branching Random Walks on the Line
- Implicit renewal theory and power tails on trees
- Branching-stable point measures and processes
- Regular variation in a fixed-point problem for single- and multi-class branching processes and queues
- Stochastic recursions on directed random graphs
- Implicit renewal theory in the arithmetic case
- Convergence of the population dynamics algorithm in the Wasserstein metric
- Genealogy of the extremal process of the branching random walk
- Fixed points of the smoothing transform: two-sided solutions
- The fixed points of the multivariate smoothing transform
- Parameterised branching processes: a functional version of Kesten \& Stigum theorem
- Thin tails of fixed points of the nonhomogeneous smoothing transform
- The Weighted Branching Process
- On the law of terminal value of additive martingales in a remarkable branching stable process
- Implicit renewal theorem for trees with general weights
- The Smoothing Transform: A Review of Contraction Results
- On the branching convolution equation \(\mathcal{E}=\mathcal{Z}\circledast \mathcal{E} \)
- Smoothing equations for large Pólya urns
- PageRank's behavior under degree correlations
- Regularly log-periodic functions and some applications
- On multidimensional Mandelbrot cascades
- Precise tail asymptotics of fixed points of the smoothing transform with general weights
- Fixed points of the smoothing transform: the boundary case
This page was built for publication: The functional equation of the smoothing transform
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q690873)