Title
Convergence Rates In The Implicit Renewal Theorem On Trees
Abstract
We consider possibly nonlinear distributional fixed-point equations on weighted branching trees, which include the well-known linear branching recursion. In Jelenkovic 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.
Year
Venue
Keywords
2013
JOURNAL OF APPLIED PROBABILITY
Implicit renewal theory, weighted branching process, branching random walk, multiplicative cascade, rate of convergence, smoothing transform, stochastic recursion, power law, large deviation, stochastic fixed-point equation
Field
DocType
Volume
Convergence (routing),Branching random walk,Nonlinear system,Multiplicative cascade,Rate of convergence,Statistics,Asymptotic analysis,Power law,Mathematics,Recursion
Journal
50
Issue
ISSN
Citations 
4
0021-9002
0
PageRank 
References 
Authors
0.34
3
2
Name
Order
Citations
PageRank
Predrag R. Jelenkovic121929.99
Mariana Olvera-Cravioto2123.90