The general correlated random walk
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Publication:4322042
DOI10.2307/3215313zbMath0814.60065MaRDI QIDQ4322042
Publication date: 18 June 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215313
60E10: Characteristic functions; other transforms
60G50: Sums of independent random variables; random walks
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