Lindley-type equations in the branching random walk

J. D. Biggins

Stochastic Processes and their Applications, 1998, vol. 75, issue 1, 105-133

Abstract: An analogue of the Lindley equation for random walk is studied in the context of the branching random walk, taking up the studies of Karpelevich, Kelbert and Suhov [(1993a) In: Boccara, N., Goles, E., Martinez, S., Picco, P. (Eds.), Cellular Automata and Cooperative Behaviour. Kluwer, Dordrecht, pp. 323-342; (1994a) Stochast. Process. Appl. 53, 65-96]. The main results are: (i) close to necessary conditions for the equation to have a solution, (ii) mild conditions for there to be a one-parameter family of solutions and (iii) mild conditions for this family to be the only possible solutions.

Keywords: Maxima; Extreme; values; Functional; equations (search for similar items in EconPapers)
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(98)00016-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:75:y:1998:i:1:p:105-133

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().