Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes (Q3106294): Difference between revisions

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Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes
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    Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes (English)
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    20 December 2011
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    Decomposable distribution
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    generalized Ornstein-Uhlenbeck process
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    infinite divisibility
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    Levy process, symmetrization of distribution
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