On perpetuities related to the size-biased distributions

Details On perpetuities related to the size-biased distributions On perpetuities related to the size-biased distributions

2002-09-02

arxiv.org/abs/math/0209012v1

Mathematics

Probability

10 pages, Proceedings paper

Scientific paper

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.

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