On the tail distribution of the solution to some law equation

Abstract: We consider a distribution equation which was initially studied by Bertoin cite{Bertoin}: [M stackrel{d}{=} max{widetilde{

u}, max_{1leq kleq

u}M_k}.] where

{M_{k}}_{k g e q 1}

are i.i.d. copies of

M

and independent of

(w i d e t i l d e u, u) i n m a t h b b R_{+} i m e s m a t h b b N

. We obtain the tail behaviour of the solution of a generalised equation in a different but direct method by considering the joint tail of

(w i d e t i l d e u, u)

.

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