On the tail distribution of the solution to some law equation. - Institut Camille Jordan Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2019

On the tail distribution of the solution to some law equation.

Résumé

We consider a distribution equation which was initially studied by Bertoin \cite{Bertoin}: \[ M \stackrel{d}{=} \max\{\widetilde{\nu}, \max_{1\leq k\leq \nu}M_k\}. \] where $\{M_k\}_{k\geq 1}$ are i.i.d. copies of $M$ and independent of $(\widetilde{\nu}, \nu)\in\mathbb{R}_+\times\mathbb{N}$. We obtain the tail behaviour of the solution of a generalised equation in a different but direct method by considering the joint tail of $(\widetilde{\nu}, \nu)$.
Fichier principal
Vignette du fichier
largest offspring.pdf (168.98 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-02076851 , version 1 (22-03-2019)
hal-02076851 , version 2 (28-03-2019)

Identifiants

Citer

Xinxin Chen, Chunhua Ma. On the tail distribution of the solution to some law equation.. 2019. ⟨hal-02076851v2⟩
102 Consultations
41 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More