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Stochastic fixed points for the maximum

Peter Jagers (Institutionen för matematisk statistik) ; Uwe Rösler
Trends in Mathematics} Birkh\"auser Verlag, Basel (2004) (978-3-7643-7128-9). (2004)
[Artikel, refereegranskad vetenskaplig]

We consider stochastic fixed point equations X=sup_iT_iX_i (in distribution) in Xfor known $T=(T_1,T_2,... The rvs T,X_i,i = 1, 2, .. are independent and X_i distributed as X. We present a systematic approach in order to find solutions using the monotonicity of the corresponding operator. These equations come up in the natural setting of weighted trees with finite or countable many branches. Examples are in branching processes and the analysis of algorithms (for parallel computing).

Nyckelord: distributional fixed point, branching, search



Denna post skapades 2008-11-10. Senast ändrad 2014-12-09.
CPL Pubid: 77550

 

Institutioner (Chalmers)

Institutionen för matematisk statistik (2002-2004)

Ämnesområden

Matematisk statistik
Teoretisk datalogi

Chalmers infrastruktur