Solutions to complex smoothing equations

DOI10.1007/s00440-016-0709-1zbMath1386.60294arXiv1507.08043OpenAlexW1650713872MaRDI QIDQ2359741

Matthias Meiners, Sebastian Mentemeier

Publication date: 22 June 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.08043

zbMATH Keywords

characteristic functionbranching processinfinite divisibilitysimilarity matrixmultiplicative martingalesLevy procesmultivariate smoothing equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Functional equations for real functions (39B22) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (6)

On the Kesten–Goldie constant ⋮ The phase diagram of the complex branching Brownian motion energy model ⋮ Absolute continuity of complex martingales and of solutions to complex smoothing equations ⋮ Fluctuations of Biggins' martingales at complex parameters ⋮ On the derivative martingale in a branching random walk ⋮ All solutions of the stochastic fixed point equation of the Quicksort process

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