On perpetuities related to the size-biased distributions

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We study perpetuities of a special type related to the size-biased distributions. Necessary and sufficient conditions of their existence and uniqueness are obtained. A crucial point in proving all results is a close connection between perpetuities treated in the paper and fixed points of so-called Poisson shot noise transforms.
10 pages, Proceedings paper

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Probability, Primary 60E07; Secondary 60K05

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http://salesiana.dossiersoluciones.com/handle/123456789/64824

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0209012
 http://arxiv.org/abs/math/0209012

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arXiv