On a Pitman-Yor problem

A.M.Aleksander M. Iksanov and Che-Soong Kim

Statistics & Probability Letters, 2004, vol. 68, issue 1, 61-72

Abstract: 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.

Keywords: Perpetuity; Fixed; points; Shot; noise; transform; Shot; noise; distribution; Infinite; divisibility; Tail; behaviour (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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