English

Fixed points of inhomogeneous smoothing transforms

Probability 2011-12-12 v2

Abstract

We consider the inhomogeneous version of the fixed-point equation of the smoothing transformation, that is, the equation X=dC+i1TiXiX \stackrel{d}{=} C + \sum_{i \geq 1} T_i X_i, where =d\stackrel{d}{=} means equality in distribution, (C,T1,T2,...)(C,T_1,T_2,...) is a given sequence of non-negative random variables and X1,X2,...X_1,X_2,... is a sequence of i.i.d.\ copies of the non-negative random variable XX independent of (C,T1,T2,...)(C,T_1,T_2,...). In this situation, XX (or, more precisely, the distribution of XX) is said to be a fixed point of the (inhomogeneous) smoothing transform. In the present paper, we give a necessary and sufficient condition for the existence of a fixed point. Further, we establish an explicit one-to-one correspondence with the solutions to the corresponding homogeneous equation with C=0. Using this correspondence, we present a full characterization of the set of fixed points under mild assumptions.

Keywords

Cite

@article{arxiv.1007.4509,
  title  = {Fixed points of inhomogeneous smoothing transforms},
  author = {Gerold Alsmeyer and Matthias Meiners},
  journal= {arXiv preprint arXiv:1007.4509},
  year   = {2011}
}
R2 v1 2026-06-21T15:53:08.871Z