Predrag R. Jelenkovic, Mariana Olvera-Cravioto
Published 2009-05-11, updated 2010-07-28Version 3
We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on trees; and the second one is based on a direct sample path large deviations analysis of weighted recursive random sums. We believe that these methods may be of independent interest in the analysis of more general weighted branching processes as well as in the analysis of algorithms.
Implicit Renewal Theory and Power Tails on Trees
Implicit Renewal Theorem for Trees with General Weights
Limit Theorems for Branching Processes with Immigration in a Random Environment
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