Abstract
We study the convergence of the population dynamics algorithm, which produces sample pools of random variables having a distribution that closely approximates that of the special endogenous solution to a variety of branching stochastic fixed-point equations, including the smoothing transform, the high-order Lindley equation, the discounted tree-sum and the free-entropy equation. Specifically, we show its convergence in the Wasserstein metric of order $p$ ($p \geq 1$) and prove the consistency of estimators based on the sample pool produced by the algorithm.
Citation
Mariana Olvera-Cravioto. "Convergence of the population dynamics algorithm in the Wasserstein metric." Electron. J. Probab. 24 1 - 27, 2019. https://doi.org/10.1214/19-EJP315
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