6533b7d9fe1ef96bd126ce69
RESEARCH PRODUCT
Cut-off method for endogeny of recursive tree processes
Victor Kleptsyn Michele Triestinosubject
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]endogenyrandom metrics[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]Primary 60E05 60B10 60E15. Secondary 81T20 82B44 90C27Probability (math.PR)FOS: Mathematics60E05 60B10 60E15 81T20 82B44 90C27recursive distributional equationsmean-field combinatorial optimization[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]Mathematics - Probabilitydescription
Given a solution to a recursive distributional equation, a natural (and non-trivial) question is whether the corresponding recursive tree process is endogenous. That is, whether the random environment almost surely defines the tree process. We propose a new method of proving endogeny, which applies to various processes. As explicit examples, we establish endogeny of the random metrics on non-pivotal hierarchical graphs defined by multiplicative cascades and of mean-field optimization problems as the mean-field matching and travelling salesman problems in pseudo-dimension q>1.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2016-10-21 |