@article{burdzy2022stochastic,
author = {Burdzy, Krzysztof and Kołodziejek, Bartosz and Tadić, Tvrtko},
title = {Stochastic fixed-point equation and local dependence measure},
year = {2022},
month = {August},
abstract = {We study solutions to the stochastic fixed point equation $X\stackrel[d][=]AX+B$ where the coefficients $A$ and $B$ are nonnegative random variables. We introduce the ``local dependence measure'' (LDM) and its Legendre-type transform to analyze the left tail behavior of the distribution of $X$. We discuss the relationship of LDM with earlier results on the stochastic fixed point equation and we apply LDM to prove a theorem on a Fleming-Viot-type process.},
url = {http://approjects.co.za/?big=en-us/research/publication/stochastic-fixed-point-equation-and-local-dependence-measure/},
journal = {The Annals of Applied Probability},
}