메뉴 건너뛰기




Volumn 122, Issue 9, 2012, Pages 3209-3238

Implicit renewal theorem for trees with general weights

Author keywords

Implicit renewal theory; Large deviations; Multiplicative cascades; Power laws; Smoothing transforms; Stochastic fixed point equations; Stochastic recursions; Weighted branching processes

Indexed keywords

BRANCHING PROCESS; FIXED POINT EQUATION; LARGE DEVIATIONS; MULTIPLICATIVE CASCADES; POWER-LAW; RECURSIONS; RENEWAL THEORY;

EID: 84862667136     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2012.05.004     Document Type: Article
Times cited : (35)

References (27)
  • 1
    • 31444443182 scopus 로고    scopus 로고
    • A survey of max-type recursive distributional equation
    • D.J. Aldous, and A. Bandyopadhyay A survey of max-type recursive distributional equation Ann. Appl. Probab. 15 2 2005 1047 1110
    • (2005) Ann. Appl. Probab. , vol.15 , Issue.2 , pp. 1047-1110
    • Aldous, D.J.1    Bandyopadhyay, A.2
  • 2
    • 84863988232 scopus 로고    scopus 로고
    • The functional equation of the smoothing transform
    • (in press)
    • G. Alsmeyer, J.D. Biggins, M. Meiners, The functional equation of the smoothing transform, Ann. Probab. arXiv:0906.3133, 2012 (in press).
    • (2012) Ann. Probab.
    • Alsmeyer, G.1    Biggins, J.D.2    Meiners, M.3
  • 3
    • 78650930667 scopus 로고    scopus 로고
    • Double martingale structure and existence of φ-moments for weighted branching processes
    • G. Alsmeyer, and D. Kuhlbusch Double martingale structure and existence of φ-moments for weighted branching processes Münster J. Math. 1 2008
    • (2008) Münster J. Math. , vol.1
    • Alsmeyer, G.1    Kuhlbusch, D.2
  • 4
    • 84872662905 scopus 로고    scopus 로고
    • Fixed points of the smoothing transform: Two-sided solutions
    • (in press)
    • G. Alsmeyer, M. Meiners, Fixed points of the smoothing transform: two-sided solutions, Probab. Theory Relat. Fields, arXiv:1009.2412, 2012 (in press).
    • (2012) Probab. Theory Relat. Fields
    • Alsmeyer, G.1    Meiners, M.2
  • 5
    • 31544460089 scopus 로고    scopus 로고
    • A stochastic fixed point equation related to weighted branching with deterministic weights
    • G. Alsmeyer, and U. Rösler A stochastic fixed point equation related to weighted branching with deterministic weights Electron. J. Probab. 11 2005 27 56 (Pubitemid 43157372)
    • (2006) Electronic Journal of Probability , vol.11 , pp. 27-56
    • Alsmeyer, G.1    Rosler, U.2
  • 6
    • 0002244969 scopus 로고
    • Martingale convergence in the branching random walk
    • J.D. Biggins Martingale convergence in the branching random walk J. Appl. Probab. 14 1 1977 25 37
    • (1977) J. Appl. Probab. , vol.14 , Issue.1 , pp. 25-37
    • Biggins, J.D.1
  • 7
    • 0031496422 scopus 로고    scopus 로고
    • Seneta-Heyde norming in the branching random walk
    • J.D. Biggins, and A.E. Kyprianou Seneta-Heyde norming in the branching random walk Ann. Probab. 25 1 1997 337 360
    • (1997) Ann. Probab. , vol.25 , Issue.1 , pp. 337-360
    • Biggins, J.D.1    Kyprianou, A.E.2
  • 10
    • 85047698982 scopus 로고    scopus 로고
    • Approximating the limiting Quicksort distribution
    • J.A. Fill, and S. Janson Approximating the limiting Quicksort distribution Random Structures Algorithms 19 3-4 2001 376 406
    • (2001) Random Structures Algorithms , vol.19 , Issue.34 , pp. 376-406
    • Fill, J.A.1    Janson, S.2
  • 11
    • 0000732230 scopus 로고
    • Implicit renewal theory and tails of solutions of random equations
    • C.M. Goldie Implicit renewal theory and tails of solutions of random equations Ann. Appl. Probab. 1 1 1991 126 166
    • (1991) Ann. Appl. Probab. , vol.1 , Issue.1 , pp. 126-166
    • Goldie, C.M.1
  • 12
    • 0012486329 scopus 로고
    • One limit distribution for a random walk on the line
    • A.K. Grincevičius One limit distribution for a random walk on the line Lith. Math. J. 15 1975 580 589
    • (1975) Lith. Math. J. , vol.15 , pp. 580-589
    • Grincevičius, A.K.1
  • 14
    • 4644286698 scopus 로고    scopus 로고
    • Elementary fixed points of the BRW smoothing transforms with infinite number of summands
    • DOI 10.1016/j.spa.2004.06.002, PII S0304414904000924
    • A.M. Iksanov Elementary fixed points of the BRW smoothing transforms with infinite number of summands Stochastic Process. Appl. 114 2004 27 50 (Pubitemid 39305452)
    • (2004) Stochastic Processes and their Applications , vol.114 , Issue.1 , pp. 27-50
    • Iksanov, A.M.1
  • 16
    • 84863980624 scopus 로고    scopus 로고
    • Implicit renewal theory and power tails on trees
    • P.R. Jelenković, and M. Olvera-Cravioto Implicit renewal theory and power tails on trees Adv. Appl. Probab. 44 2 2012 528 561
    • (2012) Adv. Appl. Probab. , vol.44 , Issue.2 , pp. 528-561
    • Jelenković, P.R.1    Olvera-Cravioto, M.2
  • 17
    • 0003329153 scopus 로고
    • Sur certaines martingales de Benoit Mandelbrot
    • J.P. Kahane, and J. Peyrière Sur certaines martingales de Benoit Mandelbrot Adv. Math. 22 1976 131 145
    • (1976) Adv. Math. , vol.22 , pp. 131-145
    • Kahane, J.P.1    Peyrière, J.2
  • 18
    • 2942672026 scopus 로고
    • Random difference equations and renewal theory for products of random matrices
    • H. Kesten Random difference equations and renewal theory for products of random matrices Acta Math. 131 1 1973 207 248
    • (1973) Acta Math. , vol.131 , Issue.1 , pp. 207-248
    • Kesten, H.1
  • 19
    • 0032025081 scopus 로고    scopus 로고
    • Fixed points of a generalized smoothing transformation and applications to the branching random walk
    • Q. Liu Fixed points of a generalized smoothing transformation and applications to the branching random walk Adv. in Appl. Probab. 30 1998 85 112 (Pubitemid 128555210)
    • (1998) Advances in Applied Probability , vol.30 , Issue.1 , pp. 85-112
    • Liu, Q.1
  • 20
    • 0001019904 scopus 로고    scopus 로고
    • On generalized multiplicative cascades
    • Q. Liu On generalized multiplicative cascades Stochastic Process. Appl. 86 2000 263 286
    • (2000) Stochastic Process. Appl. , vol.86 , pp. 263-286
    • Liu, Q.1
  • 22
    • 4544255498 scopus 로고    scopus 로고
    • A general limit theorem for recursive algorithms and combinatorial structures
    • DOI 10.1214/aoap/1075828056
    • R. Neininger, and L. Rüschendorf A general limit theorem for recursive algorithms and combinatorial structures Ann. Appl. Probab. 14 1 2004 378 418 (Pubitemid 41449261)
    • (2004) Annals of Applied Probability , vol.14 , Issue.1 , pp. 378-418
    • Neininger, R.1    Ruschendorf, L.2
  • 23
    • 29444435685 scopus 로고
    • The weighted branching process
    • Bielefeld, 1991 Bielefeld Encounters in Mathematics and Physics World Science Publishing River Edge, NJ
    • U. Rösler The weighted branching process Dynamics of Complex and Irregular Systems Bielefeld, 1991 Bielefeld Encounters in Mathematics and Physics vol. VIII 1993 World Science Publishing River Edge, NJ 154 165
    • (1993) Dynamics of Complex and Irregular Systems , vol.8 , pp. 154-165
    • Rösler, U.1
  • 24
    • 0002015483 scopus 로고    scopus 로고
    • The contraction method for recursive algorithms
    • U. Rösler, and L. Rüschendorf The contraction method for recursive algorithms Algorithmica 29 1-2 2001 3 33 (Pubitemid 33711214)
    • (2001) Algorithmica (New York) , vol.29 , Issue.1-2 , pp. 3-33
    • Rosler, U.1    Ruschendorf, L.2
  • 25
    • 33747099993 scopus 로고    scopus 로고
    • The matrix analogue of the Blackwell renewal theorem on the real line
    • DOI 10.1070/SM2006v197n03ABEH003762
    • M.S. Sgibnev The matrix analogue of the Blackwell renewal theorem on the real line Sb. Math. 197 3 2006 369 386 (Pubitemid 44218478)
    • (2006) Sbornik Mathematics , vol.197 , Issue.3-4 , pp. 369-386
    • Sgibnev, M.S.1
  • 26
    • 78650925920 scopus 로고    scopus 로고
    • Asymptotic analysis for personalized web search
    • Y. Volkovich, and N. Litvak Asymptotic analysis for personalized web search Adv. in Appl. Probab. 42 2 2010 577 604
    • (2010) Adv. in Appl. Probab. , vol.42 , Issue.2 , pp. 577-604
    • Volkovich, Y.1    Litvak, N.2
  • 27
    • 0035435162 scopus 로고    scopus 로고
    • Tail asymptotics for the busy period in the GI/G/1 queue
    • B. Zwart Tail asymptotics for the busy period in the GI/G/1 queue Math. Oper. Res. 26 3 2001 485 493
    • (2001) Math. Oper. Res. , vol.26 , Issue.3 , pp. 485-493
    • Zwart, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.