Article ID Journal Published Year Pages File Type
4621316 Journal of Mathematical Analysis and Applications 2008 8 Pages PDF
Abstract

Given a sequence (ξn,ηn)(ξn,ηn) of independent identically distributed vectors of random variables we consider the Grincevičjus series∑n=1∞ηn∏k=1n−1ξk and a functional-integral equation connected with it. We prove that the equation characterizes all probability distribution functions of the Grincevičjus series. Moreover, some application of this characterization to a continuous refinement equation is presented.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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