On a Pitman-Yor problem

DOI10.1016/j.spl.2004.01.015zbMath1063.60014OpenAlexW2014703840MaRDI QIDQ1770064

Aleksander M. Iksanov, Che Soong Kim

Publication date: 7 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.01.015

zbMATH Keywords

Fixed pointsInfinite divisibilityPerpetuityShot noise distributionShot noise transformTail behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Related Items

On distributional properties of perpetuities ⋮ Elementary fixed points of the BRW smoothing transforms with infinite number of summands ⋮ A survey of max-type recursive distributional equations

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