Tail behavior of solutions of linear recursions on trees (1108.3809v1)

Abstract: Consider the linear nonhomogeneous fixed point equation R =d sum{i=1}^N C_i R_i + Q, where (Q,N,C_1,...,C_N) is a random vector with N in{0,1,2,3,...}U{infty}, {C_i}{i=1}^N >= 0, P(|Q|>0) > 0, and {R_i}{i=1}^N is a sequence of i.i.d. random variables independent of (Q,N,C_1,...,C_N) having the same distribution as R. It is known that R will have a heavy-tailed distribution under several different sets of assumptions on the vector (Q,N,C_1,...,C_N). This paper investigates the settings where either Z_N = sum_{i=1}^N C_i or Q are regularly varying with index -alpha < -1 and E[sum_{i=1}^N C_i^alpha] < 1. This work complements previous results showing that P(R>t) Ht^{-alpha} provided there exists a solution alpha > 0 to the equation E[sum_{i=1}^N|C_i|^alpha] = 1, and both Q and Z_N have lighter tails.