The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502)
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English | The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula |
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The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (English)
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29 October 2012
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generalized Pollaczek-Khinchine formula
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Lévy process with no negative jumps
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spectrally positive Lévy process
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reflected Lévy process
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supremum of a Lévy process
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