2009/05/11 by Predrag R. Jelenković, Jelenkovic, Predrag R., Mariana Olvera‐Cravioto +1 · 1 citation
Computer Science · Mathematics · #60H25 #60J80 #Advanced Database Systems and Queries #Algorithms and Data Compression #FOS: Computer and information sciences #FOS: Mathematics #Performance (cs.PF) #Probability (math.PR) #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.0905.1738
openalex publication_date 2009/05/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.