Arnold, Barry C.; Athreya, Krishna B. - In: Statistics & Probability Letters 83 (2013) 3, pp. 923-929
In this work we consider a power series of the form X=∑j=0∞δjZj where 0δ1 and {Zj}j≥0 is an i.i.d. sequence of random variables. We show that X is well-defined iff E[(log|Z0|)+]∞ and establish a number of properties of the distribution of X, such as continuity and closure under...
