Fixed points of inhomogeneous smoothing transforms
Abstract
We consider the inhomogeneous version of the fixed-point equation of the smoothing transformation, that is, the equation , where means equality in distribution, is a given sequence of non-negative random variables and is a sequence of i.i.d.\ copies of the non-negative random variable independent of . In this situation, (or, more precisely, the distribution of ) 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.
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}
}