کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527287 958770 2012 31 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Tail behavior of solutions of linear recursions on trees
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Tail behavior of solutions of linear recursions on trees
چکیده انگلیسی
Consider the linear nonhomogeneous fixed-point equation R=D∑i=1NCiRi+Q, where (Q,N,C1,C2,…) is a random vector with N∈{0,1,2,3,…}∪{∞},Ci≥0 for all i∈N, P(|Q|>0)>0, and {Ri}i∈N is a sequence of i.i.d. random variables independent of (Q,N,C1,C2,…) having the same distribution as R. It is known that R will have a heavy-tailed distribution under several different sets of assumptions on the vector (Q,N,C1,C2,…). This paper investigates the settings where either ZN=∑i=1NCi or Q are regularly varying with index −α<−1 and E[∑i=1NCiα]<1. This work complements previous results showing that P(R>t)∼Ht−α provided there exists a solution α>0 to the equation E[∑i=1N|Ci|α]=1, and both Q and ZN have lighter tails.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 4, April 2012, Pages 1777-1807
نویسندگان
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