On distributions determined by their upward, space-time Wiener-Hopf factor
From MaRDI portal
Publication:2181623
DOI10.1007/s10959-019-00889-xzbMath1455.60031arXiv1702.00067OpenAlexW2962816161MaRDI QIDQ2181623
Ronald Arthur Doney, Loïc Chaumont
Publication date: 19 May 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.00067
Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Probabilistic measure theory (60A10)
Related Items (3)
Some characterizations for Markov processes at first passage ⋮ Random walks are determined by their trace on the positive half-line ⋮ A lifetime of excursions through random walks and Lévy processes
Cites Work
- Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
- Fluctuations of Lévy processes with applications. Introductory lectures
- On the Unique Determination of Stable Distribution Functions
- On Muntz' Theorem and Completely Monotone Functions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On distributions determined by their upward, space-time Wiener-Hopf factor
