Fixed points with finite variance of a smoothing transformation
نویسندگان
چکیده
منابع مشابه
Fixed Points of the Smoothing Transformation
Let W 1 ... . , W N be N nonnegative random variables and let 9J~ be the class of all probability measures on [0, m). Define a transformation T on 9J~ by letting T# be the distribution of W a X 1 + . . . + WNXN, where the X i are independent random variables with distribution /~, which are independent of W1, ..., W N as well. In earlier work, first Kahane and Peyriere, and then Holley and Ligge...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2003
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(03)00075-9