On a Pitman-Yor problem

DOI10.1016/J.SPL.2004.01.015MaRDI QIDQ1770064zbMATH OpenOpenAlexFDO

Authors Alexander Iksanov, Chesoong 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

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

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Cites work

• Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution
• Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure
• Fixed points of the smoothing transformation
• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• scientific article; zbMATH DE number 51977 (Why is no real title available?)
• scientific article; zbMATH DE number 1995704 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3359452 (Why is no real title available?)
• Implicit renewal theory and tails of solutions of random equations
• Infinitely Divisible Laws Associated with Hyperbolic Functions
• New Explicit Examples of Fixed Points of Poisson Shot Noise Transforms
• On fixed points of Poisson shot noise transforms
• On positive distributions of the class L of self-decompsable laws
• On the Supercritical One Dimensional Age Dependent Branching Processes
• One limit distribution for a random walk on the line
• Random difference equations and renewal theory for products of random matrices
• Slow variation and uniqueness of solutions to the functional equation in the branching random walk
• Stability of perpetuities

Cited in

(7)

• A conversation with Jim Pitman
• Elementary fixed points of the BRW smoothing transforms with infinite number of summands
• A characterization of the compound-exponential type distributions
• scientific article; zbMATH DE number 3846545 (Why is no real title available?)
• New Explicit Examples of Fixed Points of Poisson Shot Noise Transforms
• A survey of max-type recursive distributional equations
• On distributional properties of perpetuities

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