Implicit Renewal Theorem for Trees with General Weights

Details Implicit Renewal Theorem for Trees with General Weights Implicit Renewal Theorem for Trees with General Weights

2010-12-10

arxiv.org/abs/1012.2165v2

Mathematics

Probability

1 figure, 30 pages

Scientific paper

Consider distributional fixed point equations of the form R =d f(C_i, R_i, 1 <= i <= N), where f(.) is a possibly random real valued function, N in {0, 1, 2, 3,...} U {infty}, {C_i}_{i=1}^N are real valued random weights and {R_i}_{i >= 1} are iid copies of R, independent of (N, C_1,..., C_N); =d represents equality in distribution. Fixed point equations of this type are of utmost importance for solving many applied probability problems, ranging from average case analysis of algorithms to statistical physics. We develop an Implicit Renewal Theorem that enables the characterization of the power tail behavior of the solutions R to many equations of multiplicative nature that fall in this category. This result extends the prior work in Jelenkovic and Olvera-Cravioto (2010), which assumed nonnegative weights {C_i}, to general real valued weights. We illustrate the developed theorem by deriving the power tail asymptotics of the solution R to the linear equation R =d sum_{i=1}^N C_i R_i + Q.

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