English

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

R2 v1 2026-06-22T16:28:11.505Z