On fixed points of Poisson shot noise transforms

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dc.creatorIksanov, Aleksander M.
dc.creatorJurek, Zbigniew J.
dc.date2002-09-02
dc.date2003-02-16
dc.date.accessioned2026-07-07T04:50:32Z
dc.date.available2026-07-07T04:50:32Z
dc.descriptionDistributional fixed points of a Poisson shot noise transform (for nonnegative, nonincreasing response functions bounded by 1) are characterized. The tail behavior of fixed points is described. Typically they have either exponential moments or their tails are proportional to a power function, with exponent greater than -1. The uniqueness of fixed points is also discussed. Finally, it is proved that in most cases fixed points are absolutely continuous, apart from the possible atom at zero.
dc.identifierhttps://arxiv.org/abs/math/0209015
dc.identifierhttp://arxiv.org/abs/math/0209015
dc.identifierAdvances in Applied Probability, 34, no.4, pp.798-825, 2002
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/64827
dc.subjectProbability
dc.subjectPrimary 60E07; Secondary 60K05
dc.titleOn fixed points of Poisson shot noise transforms
dc.typetext

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