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Paper detail

Stochastic fixed point equation and local dependence measure

We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ where the coefficients $A$ and $B$ are nonnegative random variables. We introduce the ``local dependence measure'' (LDM) and its Legendre-type transform to analyze the left tail behavior of the distribution of $X$. We discuss the relationship of LDM with earlier results on the stochastic fixed point equation and we apply LDM to prove a theorem on a Fleming-Viot-type process.

preprint2020arXivOpen access
Krzysztof BurdzyBartosz KołodziejekTvrtko Tadić
math.DSmath.PR
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Krzysztof BurdzyBartosz KołodziejekTvrtko Tadić

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