G. Alsmeyer

activity

20082026

most citedThe functional equation of the smoothing transform

50 citations · 162 across the 31 of their papers we have counts for

collaborators

Showing 2010Show all

3 papers · 1 filter

math.PR2010★ 3 cited

Fixed points of the smoothing transform: Two-sided solutions

Gerold Alsmeyer, Matthias Meiners

Given a sequence $(C, T) = (C, T_{1}, T_{2}, ...)$ of real-valued random variables with $T_{j} \geq 0$ for all $j \geq 1$ and almost surely finite $N = sup {j \geq 1 : T_{j} > 0}$ , the smooth…

math.PR2010★ 24 cited

Tail behavior of stationary solutions of random difference equations: the case of regular matrices

Gerold Alsmeyer, Sebastian Mentemeier

Given a sequence $(M_{n}, Q_{n})_{n \geq 1}$ of i.i.d. random variables with generic copy $(M, Q)$ such that $M$ is a regular $d \times d$ matrix and $Q$ takes values in $\mathbb{R}^{d}…

math.PR2010★ 26 cited

Fixed points of inhomogeneous smoothing transforms

Gerold Alsmeyer, Matthias Meiners

We consider the inhomogeneous version of the fixed-point equation of the smoothing transformation, that is, the equation $X = d C + \sum_{i \geq 1} T_{i} X_{i}$ , where $\st…