12 citations · 21 across the 8 of their papers we have counts for
8 papers
A New Factorization Property of the Selfdecomposable Probability Measures
A. M. Iksanov, Z. J. Jurek, B. M. Schreiber
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomp…
Regular variation in the branching random walk
Aleksander Iksanov, Sergey Polotskiy
Let $\{\mm_n, n=0,1,...\}$ be the supercritical branching random walk starting with one initial ancestor located at the origin of the real line. For let be the mo…
Elementary fixed points of the BRW smoothing transforms with infinite number of summands
Aleksander M. Iksanov
The branching random walk (BRW) smoothing transform is defined as , where given realizations $\{X_{i}\}_{i…
On perpetuities related to the size-biased distributions
Aleksander M. Iksanov
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 poin…
On fixed points of Poisson shot noise transforms
Aleksander M. Iksanov, Zbigniew J. Jurek
Distributional fixed points of a Poisson shot noise transform (for nonnegative, nonincreasing response functions bounded by 1) are characterized. The tail behavior of fixed points…
A new factorization property of the selfdecomposable probability measures
Aleksander M. Iksanov, Zbigniew J. Jurek, Bertram M. Schreiber
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomp…