Author:
Jelenković Predrag R.,Olvera-Cravioto Mariana
Abstract
We extend Goldie's (1991) implicit renewal theorem to enable the analysis of recursions on weighted branching trees. We illustrate the developed method by deriving the power-tail asymptotics of the distributions of the solutions R to and similar recursions, where (Q, N, C1, C2,…) is a nonnegative random vector with N ∈ {0, 1, 2, 3,…} ∪ {∞}, and are independent and identically distributed copies of R, independent of (Q, N, C1, C2,…); here ‘∨’ denotes the maximum operator.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
13 articles.
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