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 $Y$.
Source: arXiv (Cornell University)
Author: Peyrière, Jacques
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4296567438
