Cut-off method for endogeny of recursive tree processes
Probability
2016-10-25 v1
Abstract
Given a solution to a recursive distributional equation, a natural (and non-trivial) question is whether the corresponding recursive tree process is endogenous. That is, whether the random environment almost surely defines the tree process. We propose a new method of proving endogeny, which applies to various processes. As explicit examples, we establish endogeny of the random metrics on non-pivotal hierarchical graphs defined by multiplicative cascades and of mean-field optimization problems as the mean-field matching and travelling salesman problems in pseudo-dimension q>1.
Keywords
Cite
@article{arxiv.1610.06946,
title = {Cut-off method for endogeny of recursive tree processes},
author = {Victor Kleptsyn and Michele Triestino},
journal= {arXiv preprint arXiv:1610.06946},
year = {2016}
}
Comments
30 pages, 9 figures