On a Pitman-Yor problem

被引：7
|
作者：
Iksanov, AM [1 ]
Kim, CS
机构：
[1] Kiev T Shevchenko Natl Univ, Fac Cybernet, UA-01033 Kiev, Ukraine
[2] Sangji Univ, Dept Ind Engn, Wonju 220702, South Korea
来源：
STATISTICS & PROBABILITY LETTERS | 2004年 / 68卷 / 01期
关键词：
perpetuity; fixed points; shot noise transforrn; shot noise distribution; infinite divisibility;
D O I：
10.1016/j.spl.2004.01.015
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We answer the question posed by Pitman and Yor (Canad. J. Math. 55 (2003) 292-330) about the existence of probability distributions which solve distributional equation of a special type. In the "typical" case we study the tail behaviour of these distributions. Two new explicit examples are given. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：61 / 72
页数：12
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