A Characterization of the Compound-Exponential Type Distributions
Printed: Sep 2011
In this paper, a fixed point equation of the
compound-exponential type distributions is derived, and under some
both the existence and uniqueness of
this fixed point equation are investigated.
A question posed by Pitman and Yor
can be partially answered by using our approach.
fixed point equation, compound-exponential type distributions
62E10 - Characterization and structure theory
60G50 - Sums of independent random variables; random walks