New Explicit Examples of Fixed Points of Poisson Shot Noise Transforms

DOI10.1111/J.1467-842X.2004.00332.XzbMath1071.60008arXivmath/0202035MaRDI QIDQ4669477

Che Soong Kim, Aleksander M. Iksanov

Publication date: 15 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0202035

zbMATH Keywords

fixed pointresponse functionself-decomposable distributionsize-biased distributionperpetuitya Pitman-Yor problemPoisson shot noise distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Distribution theory (60E99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

On distributional properties of perpetuities ⋮ Elementary fixed points of the BRW smoothing transforms with infinite number of summands ⋮ On a Pitman-Yor problem

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