Fixed points of inhomogeneous smoothing transforms
Fixed points of inhomogeneous smoothing transforms
复制标题
非齐次平滑变换的不动点
DOI:
10.1080/10236198.2011.589514
复制
发表时间:
2010
影响因子:
1.1
通讯作者:
Matthias
中科院分区:
文献类型:
--
作者:
Alsmeyer;Gerold ;Meiners;Matthias
We consider the inhomogeneous version of the fixed-point equation of the smoothing transformation, that is, the equation , where means equality in distribution, is a given sequence of non-negative random variables and is a sequence of i.i.d. copies of the non-negative random variableXindependent of . In this situation,X(or, more precisely, the distribution ofX) is said to be a fixed point of the (inhomogeneous) smoothing transform. In the present paper, we give a necessary and sufficient condition for the existence of a fixed point. Furthermore, we establish an explicit one-to-one correspondence with the solutions to the corresponding homogeneous equation withC= 0. Using this correspondence and the known theory on the homogeneous equation, we present a full characterization of the set of fixed points under mild assumptions.
影响因子:
2.3
作者:
Alsmeyer;Gerold ;Biggins;Meiners;Matthias
通讯作者:
Matthias
DOI:
--
发表时间:
2009
期刊:
影响因子:
--
作者:
G. Alsmeyer;M. Meiners
通讯作者:
M. Meiners