Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4621316 | Journal of Mathematical Analysis and Applications | 2008 | 8 Pages |
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
Authors
Rafał Kapica, Janusz Morawiec,