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arxiv: math/0209012 · v1 · submitted 2002-09-02 · 🧮 math.PR

On perpetuities related to the size-biased distributions

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keywords perpetuitiesdistributionsrelatedsize-biasedcloseconditionsconnectioncrucial
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We study perpetuities of a special type related to the size-biased distributions. Necessary and sufficient conditions of their existence and uniqueness are obtained. A crucial point in proving all results is a close connection between perpetuities treated in the paper and fixed points of so-called Poisson shot noise transforms.

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