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Related papers: Fixed points of inhomogeneous smoothing transforms

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This paper is devoted to the study of the stochastic fixed-point equation X \stackrel{d}{=} \inf_{i \geq 1: T_i > 0} X_i/T_i and the connection with its additive counterpart $X \stackrel{d}{=} \sum_{i\ge 1}T_{i}X_{i}$ associated with the…

Probability · Mathematics 2010-03-18 Gerold Alsmeyer , Matthias Meiners

Given a sequence $(C,T) = (C,T_1,T_2,...)$ of real-valued random variables with $T_j \geq 0$ for all $j \geq 1$ and almost surely finite $N = \sup\{j \geq 1: T_j > 0\}$, the smoothing transform associated with $(C,T)$, defined on the set…

Probability · Mathematics 2011-12-14 Gerold Alsmeyer , Matthias Meiners

Given a sequence $(C_1,\ldots,C_d,T_1,T_2,\ldots)$ of real-valued random variables with $N := \#\{j \geq 1: T_j \not = 0\} < \infty$ almost surely, there is an associated smoothing transformation which maps a distribution $P$ on…

Probability · Mathematics 2014-02-19 Alexander Iksanov , Matthias Meiners

Given a sequence $(T_1, T_2, ...)$ of random $d \times d$ matrices with nonnegative entries, suppose there is a random vector $X$ with nonnegative entries, such that $ \sum_{i \ge 1} T_i X_i $ has the same law as $X$, where $(X_1, X_2,…

Probability · Mathematics 2014-09-26 Konrad Kolesko , Sebastian Mentemeier

At each time $n\in\mathbb{N}$, let $\bar{Y}^{(n)}=(y_{1}^{(n)},y_{2}^{(n)},\cdots)$ be a random sequence of non-negative numbers that are ultimately zero in a random environment $\xi=(\xi_{n})_{n\in\mathbb{N}}$ in time, which satisfies for…

Probability · Mathematics 2019-08-06 Wenming Hong , Xiaoyue Zhang

Given a sequence $T=(T_i)_{i\geq1}$ of nonnegative random variables, a function f on the positive halfline can be transformed to $\mathbb{E}\prod_{i\geq1}f(tT_i)$. We study the fixed points of this transform within the class of decreasing…

Probability · Mathematics 2012-10-12 Gerold Alsmeyer , J. D. Biggins , Matthias Meiners

Let $N,d > 1$ be fixed integers, let $(T_1, ..., T_N)$ be random d-by-d matrices with nonnegative entries and $Q$ a random d-vector with nonnegative entries. This induces a mapping (the multivariate smoothing transform) on probability laws…

Probability · Mathematics 2015-01-09 Sebastian Mentemeier

Consider the multivariate smoothing transform fixed-point equation: $\eta =$ law of $ \sum_{i=1}^N A_i Z_i$, where $N \geq 0$ is a random integer, $(A_i)_{i \geq 1}$ are $d \times d$ random nonnegative matrices, $(Z_i)_{i \geq 1}$ is a…

Probability · Mathematics 2025-01-03 Jianzhang Mei , Quansheng Liu

Given $d \ge 1$, let $(A_i)_{i\ge 1}$ be a sequence of random $d\times d$ real matrices and $Q$ be a random vector in $\mathbb{R}^d$. We consider fixed points of multivariate smoothing transforms, i.e. random variables $X\in \mathbb{R}^d$…

Probability · Mathematics 2016-02-12 Dariusz Buraczewski , Sebastian Mentemeier

For a given random sequence $(C,T_{1},T_{2},\ldots)$ with nonzero $C$ and a.s. finite number of nonzero $T_{k}$, the nonhomogeneous smoothing transform $\mathcal{S}$ maps the law of a real random variable $X$ to the law of $\sum_{k\ge…

Probability · Mathematics 2015-10-23 Gerold Alsmeyer , Piotr Dyszewski

If $f:[a,b]\to \mathbb{R}$, with $a<b$, is continuous and such that $a$ and $b$ are mapped in opposite directions by $f$, then $f$ has a fixed point in $I$. Suppose that $f:\mathbb{C}\to\mathbb{C}$ is map and $X$ is a continuum. We extend…

General Topology · Mathematics 2016-01-25 Alexander Blokh , Lex Oversteegen

This paper concerns piecewise-smooth maps on $\mathbb{R}^d$ that are continuous but not differentiable on switching manifolds (where the functional form of the map changes). The stability of fixed points on switching manifolds is…

Dynamical Systems · Mathematics 2016-12-12 David J. W. Simpson

We deal with the equation $Y \stackrel{\rm d}{=} \frac{1}{b} \sum_{1\le j\le N} W_jY_j$, where the unknown is the distribution of $Y$, the variables in the right hand side are independent, the $Y_j$ are equidistributed with $Y$, $N$ is an…

Probability · Mathematics 2022-09-20 Jacques Peyrière

Given any finite or countable collection of real numbers $T_j,j\in J$, we find all solutions $F$ to the stochastic fixed point equation \[W\stackrel{\mathrm {d}}{=}\inf_{j\in J}T_jW_j,\] where $W$ and the $W_j,j\in J$, are independent…

Probability · Mathematics 2008-12-18 Gerold Alsmeyer , Uwe Rösler

We consider solutions of the stochastic equation $R=_d\sum_{i=1}^NA_iR_i+B$, where $N>1$ is a fixed constant, $A_i$ are independent, identically distributed random variables and $R_i$ are independent copies of $R$, which are independent…

Statistics Theory · Mathematics 2015-04-14 D. Buraczewski , E. Damek , J. Zienkiewicz

Inhomogeneities and junctions in wires are natural sources of scattering, and hence resistance. A conducting fixed point usually requires an adiabatically smooth system. One notable exception is "healing", which has been predicted in…

Strongly Correlated Electrons · Physics 2014-01-28 N. Sedlmayr , D. Morath , J. Sirker , S. Eggert , I. Affleck

We consider smoothing equations of the form $$X ~\stackrel{\mathrm{law}}{=}~ \sum_{j \geq 1} T_j X_j + C$$ where $(C,T_1,T_2,\ldots)$ is a given sequence of random variables and $X_1,X_2,\ldots$ are independent copies of $X$ and independent…

Probability · Mathematics 2015-07-30 Matthias Meiners , Sebastian Mentemeier

The limiting distribution \mu of the normalized number of key comparisons required by the Quicksort sorting algorithm is known to be the unique fixed point of a certain distributional transformation T -- unique, that is, subject to the…

Probability · Mathematics 2007-05-23 James Allen Fill , Svante Janson

A well-known result from Brouwer states that any orientation preserving homeomorphism of the plane with no fixed points has an empty non-wandering set. In particular, an invariant compact set implies the existence of a fixed point. In this…

Dynamical Systems · Mathematics 2019-06-11 Alejo García

We prove that on closed manifolds of odd Euler characteristic fixed point sets of involutions are smoothly nondisplaceable.

Symplectic Geometry · Mathematics 2017-09-01 Urs Frauenfelder
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