Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization (Q683364)
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scientific article
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| English | 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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0.781133234500885
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0.7413545250892639
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0.7199375033378601
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0.7190001606941223
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