Work

Explicit fixed points of the smoothing transformation

Year: 2022
Type: preprint
Abstract: We deal with the equation $Y \stackrel{\rm d}{=} \frac{1}{b} \sum_{1\le j\le N} W_jY_j$, where the unknown is the distribution of $Y$, the variables in the right hand side are independent, the $Y_j$ are equidistributed with $Y$, $N$ is an integer valued random variable, and the $W_j$ are equidistributed, nonnegative and of expectation~1. Usually a solution is obtained as the limit of a martingale. In some cases we give an explicit formula for the law of $Y$.
Language: English
Open Access status: green
OpenAlex ID: W4296567438
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