Related papers: Explicit fixed points of the smoothing transformat…

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…

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…

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…

We consider the inhomogeneous version of the fixed-point equation of the smoothing transformation, that is, the equation $X \stackrel{d}{=} C + \sum_{i \geq 1} T_i X_i$, where $\stackrel{d}{=}$ means equality in distribution,…

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…

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…

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…

Given a nonincreasing null sequence $T = (T_j)_{j \ge 1}$ of nonnegative random variables satisfying some classical integrability assumptions and $\mathbb{E}(\sum_{j}T_{j}^{\alpha})=1$ for some $\alpha>0$, we characterize the solutions of…

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…

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…

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,…

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…

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…

The branching random walk (BRW) smoothing transform $T$ is defined as $T:\text{distr}(U_{1})\mapsto \text{distr} (\sum_{i=1}^{L}X_{i}U_{i})$, where given realizations $\{X_{i}\}_{i=1}^{L}$ of a point process, $U_{1},U_{2},...$ are…

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 $X\in \mathbb{R}^d$…

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

We study the martingale problem associated with the operator $L u = \partial_s u + 1/2 \sum_{i,j=1}^{d_0} a^{ij} \partial_{ij} u + \sum_{i,j=1}^d B^{ij} x^j \partial_i u$, where $d_0 \leq d$. We show that the martingale problem is…

The well-known Edwards-Wilkinson equation with a flow term added exhibits a smoothing fixed point in addition to the normal EW fixed point. Based on this, we present a model of sandpiles involving a coupling between fixed and mobile grains,…

We compute spectra of large stochastic matrices $W$, defined on sparse random graphs, where edges $(i,j)$ of the graph are given positive random weights $W_{ij}>0$ in such a fashion that column sums are normalized to one. We compute spectra…

This paper studies the problem of perturbed convex and smooth optimization. The main results describe how the solution and the value of the problem change if the objective function is perturbed. Examples include linear, quadratic, and…