On Some Classes of Processes with Independent Increments

DOI10.1137/1110056MaRDI QIDQ5543866zbMATH OpenOpenAlexFDO

Authors B. A. Rogozin

Publication date 1965

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1110056

zbMATH Keywords

probability theory

Cited in

(8)

• Ergodic distribution of an oscillating process with independent increments
• Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions
• Self-decomposability of weak variance generalised gamma convolutions
• Maxima of sums of random variables and suprema of stable processes
• Thorin classes of Lévy processes and their transforms
• On the first positive position of a random walker
• On Pólya mixtures of multivariate Gaussian distributions
• On subordinated multivariate Gaussian Lévy processes

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