Pregled bibliografske jedinice broj: 1065762
Stochastic fixed point equation and local dependence measure
Stochastic fixed point equation and local dependence measure // Annals of applied probability, 32 (4) (2022), 2811-2840 doi:10.1214/21-AAP1749 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1065762 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Stochastic fixed point equation and local
dependence measure
Autori
Burdzy, Krzysztof ; Kołodziejek, Bartosz ; Tadić, Tvrtko
Izvornik
Annals of applied probability (1050-5164) 32 (4)
(2022);
2811-2840
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Tail estimates, stochastic fixed point equation, iterated random sequence, Fleming-Viot type process
Sažetak
We study solutions to the stochastic fixed point equation X "d=" AX + B where the coefficients A and B are nonnegative random variables. We introduce the “local dependence measure” (LDM) and its Legendre-type transform to analyze the left tail behavior of the distribution of X. We discuss the relationship of LDM with earlier results on the stochastic fixed point equation and we apply LDM to prove a theorem on a Fleming-Viot-type process.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
