Thin tails of fixed points of the nonhomogeneous smoothing transform
Abstract
For a given random sequence with nonzero and a.s. finite number of nonzero , the nonhomogeneous smoothing transform maps the law of a real random variable to the law of , where are independent copies of and also independent of . This law is a fixed point of if the stochastic fixed-point equation (SFPE) holds true, where denotes equality in law. Under suitable conditions including , possesses a unique fixed point within the class of centered distributions, called the canonical solution to the above SFPE because it can be obtained as a certain martingale limit in an associated weighted branching model. The present work provides conditions on such that the canonical solution exhibits right and/or left Poisson tails and the abscissa of convergence of its moment generating function can be determined. As a particular application, the right tail behavior of the Quicksort distribution is found.
Keywords
Cite
@article{arxiv.1510.06451,
title = {Thin tails of fixed points of the nonhomogeneous smoothing transform},
author = {Gerold Alsmeyer and Piotr Dyszewski},
journal= {arXiv preprint arXiv:1510.06451},
year = {2015}
}
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26 pages