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 language | English |
|---|---|
| Pages (from-to) | 609-631 |
| Number of pages | 23 |
| Journal | Electronic Journal of Probability |
| Volume | 10 |
| DOIs | |
| Publication status | Published - 2005 |
Keywords
- Branching random walk
- Functional equation
- Smoothing transform
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