Sparre Andersen identity and the last passage time (Q3188591)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparre Andersen identity and the last passage time |
scientific article |
Statements
Sparre Andersen identity and the last passage time (English)
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11 August 2016
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Lévy processes
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random walks
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last passage time
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time reversal
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exchangeable increments
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uniform law
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