The Annals of Applied Probability

A survey of max-type recursive distributional equations

Abstract

In certain problems in a variety of applied probability settings (from probabilistic analysis of algorithms to statistical physics), the central requirement is to solve a recursive distributional equation of the form $X\mathop{=}\limits^{d}\,g((\xi_{i},X_{i}),i\geq 1)$. Here (ξi) and g(⋅) are given and the Xi are independent copies of the unknown distribution X. We survey this area, emphasizing examples where the function g(⋅) is essentially a “maximum” or “minimum” function. We draw attention to the theoretical question of endogeny: in the associated recursive tree process Xi, are the Xi measurable functions of the innovations process (ξi)?

Article information

Source
Ann. Appl. Probab., Volume 15, Number 2 (2005), 1047-1110.

Dates
First available in Project Euclid: 3 May 2005

https://projecteuclid.org/euclid.aoap/1115137969

Digital Object Identifier
doi:10.1214/105051605000000142

Mathematical Reviews number (MathSciNet)
MR2134098

Zentralblatt MATH identifier
1105.60012

Citation

Aldous, David J.; Bandyopadhyay, Antar. A survey of max-type recursive distributional equations. Ann. Appl. Probab. 15 (2005), no. 2, 1047--1110. doi:10.1214/105051605000000142. https://projecteuclid.org/euclid.aoap/1115137969

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