Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155899 | Stochastic Processes and their Applications | 2009 | 7 Pages |
Abstract
Let {Ai}{Ai} be a sequence of random positive numbers, such that only NN first of them are strictly positive, where NN is a finite a.s. random number. In this paper we investigate nonnegative solutions of the distributional equation Z=d∑i=1NAiZi, where Z,Z1,Z2,…Z,Z1,Z2,… are independent and identically distributed random variables, independent of N,A1,A2,…N,A1,A2,…. We assume E[∑i=1NAi]=1 and E[∑i=1NAilogAi]=0 (the boundary case), then it is known that all nonzero solutions have infinite mean. We obtain new results concerning behavior of their tails.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Dariusz Buraczewski,