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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization
scientific article

    Statements

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