A Random Difference Equation with Dufresne Variables revisited
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Publication:6255283
arXiv1410.1708MaRDI QIDQ6255283
Publication date: 7 October 2014
60E05: Probability distributions: general theory
33C20: Generalized hypergeometric series, ({}_pF_q)
33C05: Classical hypergeometric functions, ({}_2F_1)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
33C15: Confluent hypergeometric functions, Whittaker functions, ({}_1F_1)