| bibtype |
J -
Journal Article
|
| ARLID |
0494316 |
| utime |
20240103220618.0 |
| mtime |
20181009235959.9 |
| SCOPUS |
85054396065 |
| WOS |
000446278400001 |
| DOI |
10.1007/s11040-018-9288-y |
| title
(primary) (eng) |
A new characterization of endogeny |
| specification |
| page_count |
19 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0258362 |
| ISSN |
1385-0172 |
| title
|
Mathematical Physics, Analysis and Geometry |
| volume_id |
21 |
| publisher |
|
|
| keyword |
Recursive tree process |
| keyword |
endogeny |
| author
(primary) |
| ARLID |
cav_un_auth*0365236 |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| full_dept |
Department of Stochastic Informatics |
| share |
34 |
| name1 |
Mach |
| name2 |
Tibor |
| institution |
UTIA-B |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0244526 |
| name1 |
Sturm |
| name2 |
A. |
| country |
DE |
|
| author
|
| ARLID |
cav_un_auth*0217893 |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| full_dept |
Department of Stochastic Informatics |
| share |
33 |
| name1 |
Swart |
| name2 |
Jan M. |
| institution |
UTIA-B |
| country |
CZ |
| garant |
K |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0334217 |
| project_id |
GA16-15238S |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
Aldous and Bandyopadhyay have shown that each solution to a recursive distributional equation (RDE) gives rise to a recursive tree process (RTP), which is a sort of Markov chain in which time has a tree-like structure and in which the state of each vertex is a random function of its descendants. If the state at the root is measurable with respect to the sigma field generated by the random functions attached to all vertices, then the RTP is said to be endogenous. For RTPs defined by continuous maps, Aldous and Bandyopadhyay showed that endogeny is equivalent to bivariate uniqueness, and they asked if the continuity hypothesis can be removed. We introduce a higher-level RDE that through its n-th moment measures contains all n-variate RDEs. We show that this higher-level RDE has minimal and maximal fixed points with respect to the convex order, and that these coincide if and only if the corresponding RTP is endogenous. As a side result, this allows us to answer the question of Aldous and Bandyopadhyay positively. |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10101 |
| reportyear |
2019 |
| num_of_auth |
3 |
| mrcbC52 |
4 A hod 4ah 20231122143440.8 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0288959 |
| mrcbC61 |
1 |
| mrcbC64 |
1 Department of Stochastic Informatics UTIA-B 10103 STATISTICS & PROBABILITY |
| confidential |
S |
| article_num |
30 |
| mrcbC86 |
2 Article Mathematics Applied|Physics Mathematical |
| mrcbT16-e |
MATHEMATICSAPPLIED|PHYSICSMATHEMATICAL |
| mrcbT16-j |
0.776 |
| mrcbT16-s |
0.781 |
| mrcbT16-B |
62.101 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q2 |
| arlyear |
2018 |
| mrcbTft |
\nSoubory v repozitáři: swart-0494316.pdf |
| mrcbU14 |
85054396065 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000446278400001 WOS |
| mrcbU63 |
cav_un_epca*0258362 Mathematical Physics, Analysis and Geometry 1385-0172 1572-9656 Roč. 21 č. 4 2018 Springer |
|