December 2013 Convergence rates in the implicit renewal theorem on trees
Predrag R. Jelenković, Mariana Olvera-Cravioto
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J. Appl. Probab. 50(4): 1077-1088 (December 2013). DOI: 10.1239/jap/1389370100

Abstract

We consider possibly nonlinear distributional fixed-point equations on weighted branching trees, which include the well-known linear branching recursion. In Jelenković and Olvera-Cravioto (2012), an implicit renewal theorem was developed that enables the characterization of the power-tail asymptotics of the solutions to many equations that fall into this category. In this paper we complement the analysis in our 2012 paper to provide the corresponding rate of convergence.

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Predrag R. Jelenković. Mariana Olvera-Cravioto. "Convergence rates in the implicit renewal theorem on trees." J. Appl. Probab. 50 (4) 1077 - 1088, December 2013. https://doi.org/10.1239/jap/1389370100

Information

Published: December 2013
First available in Project Euclid: 10 January 2014

zbMATH: 1298.60066
MathSciNet: MR3161374
Digital Object Identifier: 10.1239/jap/1389370100

Subjects:
Primary: 60H25
Secondary: 60F10 , 60J80 , 60K05

Keywords: Branching random walk , Implicit renewal theory , large deviation , multiplicative cascade , power law , rate of convergence , smoothing transform , stochastic fixed-point equation , stochastic recursion , weighted branching process

Rights: Copyright © 2013 Applied Probability Trust

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Vol.50 • No. 4 • December 2013
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