论文标题

平滑转换的明确固定点

Explicit fixed points of the smoothing transformation

论文作者

Peyrière, Jacques

论文摘要

我们处理等式$ y \ stackrel {\ rm d} {=} \ frac {1} {b} \ sum_ {1 \ le j \ le j \ le j \ le j \ le j \ le n} w_jy_j $,未知的是$ y $的分布,$ y y y y y y y是$ y_j $ y y_jj $,$ y_j $ n属于$ y_jj $ n n是$ y_jj $,随机变量和$ w_j $是等分分布的,无负和期望〜1。通常,将解决方案作为Martingale的极限。在某些情况下,我们为$ y $的法律提供明确的公式。

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 $Y$.

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