A stochastic fixed point equation for weighted minima and maxima

DOI10.1214/07-AIHP104zbMath1176.60006arXiv0804.1884OpenAlexW2076809806MaRDI QIDQ731452

Gerold Alsmeyer, Uwe Roesler

Publication date: 7 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.1884

zbMATH Keywords

Weibull distributionsChoquet-Deny theoremharmonic analysis on treesstochastic fixed point equationweighted branching processweighted minima and maxima

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (8)

Implicit Renewal Theory and Power Tails on Trees ⋮ The Weighted Branching Process ⋮ Maximums on trees ⋮ The functional equation of the smoothing transform ⋮ Weighted branching and a pathwise renewal equation ⋮ A Stochastic Maximin Fixed-Point Equation Related to Game Tree Evaluation ⋮ Stochastic fixed-point equations ⋮ Stationary Waiting Time in Parallel Queues with Synchronization

Cites Work

• A survey of max-type recursive distributional equations
• A stochastic fixed point equation related to weighted branching with deterministic weights
• A limit law for the root value of minimax trees
• A Stochastic Maximin Fixed-Point Equation Related to Game Tree Evaluation
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A stochastic fixed point equation for weighted minima and maxima