论文标题
随机固定点方程和局部依赖度量
Stochastic fixed point equation and local dependence measure
论文作者
论文摘要
我们研究了随机固定点方程的解决方案$ x \ stackrel {d} {=} ax+b $，其中系数$ a $和$ b $是非负随机变量。我们介绍``本地依赖度量''（LDM）及其传奇型变换，以分析$ x $的分布的左尾行为。我们讨论了LDM与随机固定点方程上的早期结果的关系，并应用LDM证明对Fleming-Viot型过程的定理。
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.
