Author:
Jelenković Predrag R.,Olvera-Cravioto Mariana
Abstract
We consider possibly nonlinear distributional fixed-point equations on weighted branching trees, which include the well-known linear branching recursion. In Jelenković and Olvera-Cravioto (2012), an implicit renewal theorem was developed that enables the characterization of the power-tail asymptotics of the solutions to many equations that fall into this category. In this paper we complement the analysis in our 2012 paper to provide the corresponding rate of convergence.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
1 articles.
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1. Importance sampling for maxima on trees;Stochastic Processes and their Applications;2022-06