The functional equation of the smoothing transform
From MaRDI portal
Abstract: Given a sequence of nonnegative random variables, a function f on the positive halfline can be transformed to . We study the fixed points of this transform within the class of decreasing functions. By exploiting the intimate relationship with general branching processes, a full description of the set of solutions is established without the moment conditions that figure in earlier studies. Since the class of functions under consideration contains all Laplace transforms of probability distributions on , the results provide the full description of the set of solutions to the fixed-point equation of the smoothing transform, , where denotes equality of the corresponding laws, and is a sequence of i.i.d. copies of X independent of T. Further, since left-continuous survival functions are covered as well, the results also apply to the fixed-point equation . Moreover, we investigate the phenomenon of endogeny in the context of the smoothing transform and, thereby, solve an open problem posed by Aldous and Bandyopadhyay.
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
Cites work
- A limit theorem for “quicksort”
- A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
- A min-type stochastic fixed-point equation related to the smoothing transformation
- A stochastic fixed point equation for weighted minima and maxima
- A stochastic fixed point equation related to weighted branching with deterministic weights
- A survey of max-type recursive distributional equations
- Asymptotic distribution theory for Hoare's selection algorithm
- Elementary fixed points of the BRW smoothing transforms with infinite number of summands
- Fixed points of a generalized smoothing transformation and applications to the branching random walk
- Fixed points of inhomogeneous smoothing transforms
- Fixed points of the smoothing transform: the boundary case
- Fixed points of the smoothing transform: two-sided solutions
- Fixed points of the smoothing transformation
- Fixed points with finite variance of a smoothing transformation.
- General branching processes as Markov fields
- scientific article; zbMATH DE number 6683506 (Why is no real title available?)
- scientific article; zbMATH DE number 5902453 (Why is no real title available?)
- scientific article; zbMATH DE number 2127745 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 4064209 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 2042286 (Why is no real title available?)
- scientific article; zbMATH DE number 805102 (Why is no real title available?)
- scientific article; zbMATH DE number 975607 (Why is no real title available?)
- scientific article; zbMATH DE number 3278887 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 2247656 (Why is no real title available?)
- Lindley-type equations in the branching random walk
- Martingale convergence and the stopped branching random walk
- Martingale convergence in the branching random walk
- Measure change in multitype branching
- Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
- On an integro-functional equation related to fixed points of the smoothing transforms
- On conditioning a random walk to stay nonnegative
- On stochastic recursive equations of sum and max type
- On the convergence of supercritical general (C-M-J) branching processes
- On the lattice case of an almost-sure renewal theorem for branching random walks
- On the probabilistic worst-case time of ``find
- On the total length of the random minimal directed spanning tree
- Seneta-Heyde norming in the branching random walk
- Slow variation and uniqueness of solutions to the functional equation in the branching random walk
- The contraction method for recursive algorithms
Cited in
(44)- Fixed points of the smoothing transform: two-sided solutions
- Fluctuations of Biggins' martingales at complex parameters
- On the branching convolution equation \(\mathcal{E}=\mathcal{Z}\circledast \mathcal{E} \)
- A simple method to find all solutions to the functional equation of the smoothing transform
- Importance sampling for maxima on trees
- Parameterised branching processes: a functional version of Kesten \& Stigum theorem
- Fixed points of smoothing transformation in random environment
- PageRank's behavior under degree correlations
- Generalized integrated Cauchy functional equation with applications to probability models
- Convergence of the population dynamics algorithm in the Wasserstein metric
- Precise tail asymptotics of fixed points of the smoothing transform with general weights
- Solutions to complex smoothing equations
- Thin tails of fixed points of the nonhomogeneous smoothing transform
- The fixed points of the multivariate smoothing transform
- On the law of terminal value of additive martingales in a remarkable branching stable process
- The smoothing transform: a review of contraction results
- Precise tail index of fixed points of the two-sided smoothing transform
- Implicit renewal theory and power tails on trees
- On multidimensional Mandelbrot cascades
- The weighted branching process
- On an integro-functional equation related to fixed points of the smoothing transforms
- Tail behavior of solutions of linear recursions on trees
- Sur Une Équation Fonctionnelle Et SES Applications: Une Extension Du Théorème De Kesten-Stigum Concernant Des Processus De Branchement
- Implicit renewal theorem for trees with general weights
- Genealogy of the extremal process of the branching random walk
- Implicit renewal theory in the arithmetic case
- An almost-sure renewal theorem for branching random walks on the line
- Stationary waiting time in parallel queues with synchronization
- Regularly log-periodic functions and some applications
- Branching-stable point measures and processes
- Regular variation in a fixed-point problem for single- and multi-class branching processes and queues
- Stochastic fixed-point equations
- Convergence rates in the implicit renewal theorem on trees
- Linear stochastic equations in the critical case
- Central limit theorem in uniform metrics for generalized Kac equations
- Stochastic recursions on directed random graphs
- Explosion of Crump-Mode-Jagers processes with critical immediate offspring
- A discrete functional equation of Choquet-Deny type: solutions with a prescribed asymptotics
- Self-similar solutions in one-dimensional kinetic models: a probabilistic view
- Branching random walk and log-slowly varying tails
- Right-most position of a last progeny modified branching random walk
- A probabilistic study of the set of stationary solutions to spatial kinetic-type equations
- Fixed points of the smoothing transform: the boundary case
- Smoothing equations for large Pólya urns
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)
