Cut-off method for endogeny of recursive tree processes

Abstract : 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.
Type de document :
Pré-publication, Document de travail
30 pages, 9 figures. 2016
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https://hal.archives-ouvertes.fr/hal-01389493
Contributeur : Marie-Annick Guillemer <>
Soumis le : vendredi 28 octobre 2016 - 15:03:36
Dernière modification le : samedi 23 septembre 2017 - 01:10:07

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  • HAL Id : hal-01389493, version 1
  • ARXIV : 1610.06946

Citation

Victor Kleptsyn, Michele Triestino. Cut-off method for endogeny of recursive tree processes. 30 pages, 9 figures. 2016. 〈hal-01389493〉

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