| 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
												
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											Authors
												Dariusz Buraczewski, 
											