50 citations · 162 across the 31 of their papers we have counts for
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math.PR2008★ 17 cited
A stochastic fixed point equation for weighted minima and maxima
Gerold Alsmeyer, Uwe Rösler
Given any finite or countable collection of real numbers , we find all solutions to the stochastic fixed point equation \[W\stackrel{\mathrm {d}}{=}\inf_{j\in J}T_j…
math.PR2008★ 1 cited
A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
Gerold Alsmeyer, Alexander Iksanov
Infinite sums of i.i.d. random variables discounted by a multiplicative random walk are called perpetuities and have been studied by many authors. The present paper provides a log-…
math.PR2008★ 4 cited
On distributional properties of perpetuities
Gerold Alsmeyer, Alex Iksanov, Uwe Roesler
We study probability distributions of convergent random series of a special structure, called perpetuities. By giving a new argument, we prove that such distributions are of pure t…