On the tail distribution of the solution to some law equation
Probability
2019-03-27 v1
Abstract
We consider a distribution equation which was initially studied by Bertoin \cite{Bertoin}: where are i.i.d. copies of and independent of . We obtain the tail behaviour of the solution of a generalised equation in a different but direct method by considering the joint tail of .
Keywords
Cite
@article{arxiv.1903.10755,
title = {On the tail distribution of the solution to some law equation},
author = {Xinxin Chen and Chunhua Ma},
journal= {arXiv preprint arXiv:1903.10755},
year = {2019}
}