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Fixed points of the smoothing transform: The boundary case

  • John Biggins
  • , Andreas Kyprianou

Research output: Contribution to journalArticlepeer-review

Abstract

Let A=(A1,A2,A3,…) be a random sequence of non-negative numbers that are ultimately zero with E[∑Ai]=1 and E[∑AilogAi]≤0. The uniqueness of the non-negative fixed points of the associated smoothing transform is considered. These fixed points are solutions to the functional equation Φ(ψ)=E[∏iΦ(ψAi)], where Φ is the Laplace transform of a non-negative random variable. The study complements, and extends, existing results on the case when E[∑AilogAi]<0. New results on the asymptotic behaviour of the solutions near zero in the boundary case, where E[∑AilogAi]=0, are obtained.
Original languageEnglish
Pages (from-to)609-631
Number of pages23
JournalElectronic Journal of Probability
Volume10
DOIs
Publication statusPublished - 2005

Keywords

  • Branching random walk
  • Functional equation
  • Smoothing transform

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