On fixed points of Poisson shot noise transforms

DOI10.1239/aap/1037990954zbMath1030.60011arXivmath/0209015OpenAlexW2134638815MaRDI QIDQ4706207

Zbigniew J. Jurek, Aleksander M. Iksanov

Publication date: 9 November 2003

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0209015

zbMATH Keywords

shot noisestable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Renewal theory (60K05)

Related Items (5)

Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications ⋮ Fixed points of smoothing transformation in random environment ⋮ Elementary fixed points of the BRW smoothing transforms with infinite number of summands ⋮ On a Pitman-Yor problem ⋮ A survey of max-type recursive distributional equations

This page was built for publication: On fixed points of Poisson shot noise transforms