M. Meiners

activity

20092026

most citedThe functional equation of the smoothing transform

50 citations · 132 across the 27 of their papers we have counts for

collaborators

Showing 2010 · math.PRShow all

3 papers · 2 filters

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★ 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…

math.PR2010

Exponential moments of first passage times and related quantities for random walks

Alexander Iksanov, Matthias Meiners

For a zero-delayed random walk on the real line, let $τ (x)$ , $N (x)$ and $ρ (x)$ denote the first passage time into the interval $(x, \infty)$ , the number of visits to the interval $(…