A survey of max-type recursive distributional equations
| dc.creator | Aldous, David J. | |
| dc.creator | Bandyopadhyay, Antar | |
| dc.date | 2004-01-28 | |
| dc.date | 2005-05-20 | |
| dc.date.accessioned | 2026-07-07T08:06:13Z | |
| dc.date.available | 2026-07-07T08:06:13Z | |
| dc.description | In certain problems in a variety of applied probability settings (from probabilistic analysis of algorithms to statistical physics), the central requirement is to solve a recursive distributional equation of the form X =^d g((ξ_i,X_i),i\geq 1). Here (ξ_i) and g(\cdot) are given and the X_i are independent copies of the unknown distribution X. We survey this area, emphasizing examples where the function g(\cdot) is essentially a ``maximum'' or ``minimum'' function. We draw attention to the theoretical question of endogeny: in the associated recursive tree process X_i, are the X_i measurable functions of the innovations process (ξ_i)? | |
| dc.description | Published at http://dx.doi.org/10.1214/105051605000000142 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0401388 | |
| dc.identifier | http://arxiv.org/abs/math/0401388 | |
| dc.identifier | Annals of Applied Probability 2005, Vol. 15, No. 2, 1047-1110 | |
| dc.identifier | doi:10.1214/105051605000000142 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130531 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.subject | 60E05, 62E10, 68Q25, 82B44. (Primary) | |
| dc.title | A survey of max-type recursive distributional equations | |
| dc.type | text |