On a Pitman-Yor problem
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.
Volume (Year): 68 (2004)
Issue (Month): 1 (June)
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- Aleksander M. Iksanov & Che Soong Kim, 2004. "New Explicit Examples of Fixed Points of Poisson Shot Noise Transforms," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 46(2), pages 313-321, 06.
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