STOCHASTIC FIXED-POINT EQUATION AND LOCAL DEPENDENCE MEASURE
成果类型：
Article
署名作者：
Burdzy, Krzysztof; Kolodziejek, Bartosz; Tadic, Tvrtko
署名单位：
University of Washington; University of Washington Seattle; Warsaw University of Technology; Microsoft
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/21-AAP1749
发表日期：
2022
页码：
2811-2840
关键词：
摘要：
We study solutions to the stochastic fixed-point equation X =(d) AX + B where the coefficients A and B are nonnegative random variables. We introduce the local dependence measure (LDM) and its Legendre-type transform to analyze the left tail behavior of the distribution of X. We discuss the relationship of LDM with earlier results on the stochastic fixed-point equation and we apply LDM to prove a theorem on a Fleming-Viot-type process.