Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization (Q683364)

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Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization
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    Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization (English)
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    6 February 2018
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    generalized convolution
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    Kendall convolution
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    Markov process
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    Pareto distribution
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    random walk
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    weakly stable distribution
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    Williamson transform
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    Wiener-Hopf factorization
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