A Survey of Max-Type Recursive Distributional Equations
نویسندگان
چکیده
X d =g((ξi ,Xi), i ≥ 1). Here (ξi ) and g(·) are given and the Xi are independent copies of the unknown distribution X. We survey this area, emphasizing examples where the function g(·) is essentially a “maximum” or “minimum” function. We draw attention to the theoretical question of endogeny: in the associated recursive tree process Xi, are the Xi measurable functions of the innovations process (ξi)?
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تاریخ انتشار 2005