Stochastic fixed-point equation and local dependence measure

DOI10.1214/21-AAP1749zbMath1499.60241arXiv2004.01850OpenAlexW3208891515WikidataQ113752017 ScholiaQ113752017MaRDI QIDQ2083265

Bartosz Kołodziejek, Krzysztof Burdzy, Tvrtko Tadić

Publication date: 10 October 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.01850

zbMATH Keywords

tail estimatesstochastic fixed-point equationFleming-Viot-type processiterated random sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Random operators and equations (aspects of stochastic analysis) (60H25) Random iteration (37H12)

Related Items (1)

Scaling limit of the Fleming-Viot multicolor process

Cites Work

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• A Fleming-Viot particle representation of the Dirichlet Laplacian

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