A survey of Max-type recursive distributional equations

被引:125
|
作者
Aldous, DJ
Bandyopadhyay, A
机构
[1] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
[2] Univ Minnesota, Inst Math & Applicat, Minneapolis, MN 55414 USA
来源
ANNALS OF APPLIED PROBABILITY | 2005年 / 15卷 / 02期
关键词
branching process; branching random walk; cavity method; coupling from the past; fixed point equation; frozen percolation; mean-field model of distance; metric contraction; probabilistic analysis of algorithms; probability distribution; probability on trees; random matching;
D O I
10.1214/105051605000000142
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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((xi(i), X-i), i >= 1). Here (xi(i)) and g((.)) are given and the X-i are independent copies of the unknown distribution X. We survey this area, emphasizing examples where the function g((.)) 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 (xi(i))?
引用
收藏
页码:1047 / 1110
页数:64
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