Linear stochastic equations in the critical case
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Publication:5746472
DOI10.1080/10236198.2013.822494zbMath1292.60069arXiv1210.7732OpenAlexW2593082889MaRDI QIDQ5746472
Konrad Kolesko, Dariusz Buraczewski
Publication date: 18 February 2014
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7732
Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Related Items (5)
The fixed points of the multivariate smoothing transform ⋮ Tail asymptotics of maximums on trees in the critical case ⋮ Regular variation of fixed points of the smoothing transform ⋮ Heavy tailed solutions of multivariate smoothing transforms ⋮ Local fluctuations of critical Mandelbrot cascades
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