On perpetuities related to the size-biased distributions

Aleksander M. Iksanov

On perpetuities related to the size-biased distributions

Probability 2007-05-23 v1

Authors: Aleksander M. Iksanov

Abstract

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.

Keywords

perpetuities size-biased distributions poisson shot noise transforms fixed points existence and uniqueness

Cite

@article{arxiv.math/0209012,
  title  = {On perpetuities related to the size-biased distributions},
  author = {Aleksander M. Iksanov},
  journal= {arXiv preprint arXiv:math/0209012},
  year   = {2007}
}

Comments

10 pages, Proceedings paper

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