On perpetuities related to the size-biased distributions

Aleksander M. Iksanov

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On perpetuities related to the size-biased distributions

Aleksander M. Iksanov

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Abstract

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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Aleksander M. Iksanov. 2002-09-02. On perpetuities related to the size-biased distributions. https://arxiv.org/abs/math/0209012

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