Kendall random walks

DOI10.48550/arXiv.1412.0220zbMath1343.60052arXiv1412.0220MaRDI QIDQ149272

Barbara H. Jasiulis-Gołdyn, Barbara H. Jasiulis-Gołdyn

Publication date: 30 November 2014

Full work available at URL: https://arxiv.org/abs/1412.0220

zbMATH Keywords

Markov process; random walk; Pareto distribution; generalized convolution; weakly stable distribution; Kendall convolution; Williamson transform

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

44A35: Convolution as an integral transform

60E10: Characteristic functions; other transforms

60G50: Sums of independent random variables; random walks

60J05: Discrete-time Markov processes on general state spaces

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