Tail behavior of solutions of linear recursions on trees
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References listed on IDEAS
- Liu, Quansheng, 2000. "On generalized multiplicative cascades," Stochastic Processes and their Applications, Elsevier, vol. 86(2), pages 263-286, April.
- Iksanov, Aleksander M., 2004. "Elementary fixed points of the BRW smoothing transforms with infinite number of summands," Stochastic Processes and their Applications, Elsevier, vol. 114(1), pages 27-50, November.
More about this item
KeywordsStochastic fixed-point equations; Weighted branching processes; Regular variation; Stochastic recursions; Large deviations; Random difference equations; Multiplicative cascades;
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