Representation of fixed points of a smoothing transformation

MaRDI QIDQ3154693zbMATH OpenFDO

Authors Amke Caliebe

Publication date 14 January 2005

zbMATH Keywords

branching processinfinitely divisible distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

Let \(T= (T_1,T_2,\dots)\) be a sequence of real random variables with \(N= \sum^\infty_{j=1} 1_{|T_j|> 0}<\infty\) a.s. The smoothing transformation \(\mu\to K(\mu)\) mapping the space of distributions into itself is defined as \(K(\mu)\cong \sum^\infty_{j=1} T_j W_j,\) where \(W_1,W_2,\dots\) are random variables with distribution \(\mu\) and \(T\), \(W_1,W_2,\dots\) are independent. The goal is to characterize fixed points of \(K\). In a previous paper [Adv. Appl. Probab. 35, No. 2, 377--394 (2003; Zbl 1036.60014)] the author proved that fixed points are mixtures of infinitely divisible distributions. Here, for special cases of fixed points it is shown that the corresponding infinitely divisible distributions can be normal, \(\alpha\)-stable, \(\alpha< 1\), or degenerate. For the entire collection see [Zbl 1047.68003].

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Cited in

(11)

• Generic smooth representations
• Thin tails of fixed points of the nonhomogeneous smoothing transform
• Multi-dimensional smoothing transformations: existence, regularity and stability of fixed points
• Fixed points with finite variance of a smoothing transformation.
• The smoothing transform: a review of contraction results
• Fixed points of a generalized smoothing transformation and applications to the branching random walk
• Symmetric fixed points of a smoothing transformation
• Smooth, mixing transformations with loosely Bernoulli Cartesian square
• Fixed points of multivariate smoothing transforms with scalar weights
• On the absolute continuity of fixed points of smoothing transforms
• Fixed points of mappings of infinitely divisible distributions on

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