Zobrazeno 1 - 5
of 5
pro vyhledávání: '"B. H. Jasiulis-Gołdyn"'
Publikováno v:
Stochastic Processes and their Applications. 130:3277-3294
The paper deals with renewal theory for a class of extremal Markov sequences connected with the Kendall convolution. We consider here some particular cases of the Wold processes associated with generalized convolutions. We prove an analogue of the Fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::db470b6512dd1766737794bbf9670e71
https://doi.org/10.1016/j.spa.2019.09.013
https://doi.org/10.1016/j.spa.2019.09.013
Publikováno v:
Lithuanian Mathematical Journal. 57:479-489
We give some properties of hitting times and an analogue of the Wiener–Hopf factorization for the Kendall random walk. We also show that the Williamson transform is the best tool for problems connected with the Kendall convolution.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f71e393bacfed92f8c9fc3526325a30
https://doi.org/10.1007/s10986-017-9375-y
https://doi.org/10.1007/s10986-017-9375-y
Autor:
J. K. Misiewicz, B. H. Jasiulis-Gołdyn
Publikováno v:
Theory of Probability & Its Applications. 60:45-61
A random vector ${\bf X}$ is weakly stable if and only if for all $a,b \in {\mathbb R}$ there exists a random variable $\Theta$ such that $a{\bf X} + b {\bf X}' \stackrel{d}{=} {\bf X} \Theta$, where ${\bf X}'$ is an independent copy of ${\bf X}$ and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::572b295fa7fce9171d2fe42c1349a713
https://doi.org/10.1137/s0040585x97t987491
https://doi.org/10.1137/s0040585x97t987491
Publikováno v:
Journal of Theoretical Probability. 24:746-755
Kendall (Foundations of a theory of random sets, in Harding, E.F., Kendall, D.G. (eds.), pp. 322–376, Willey, New York, 1974) showed that the operation \(\diamond_{1}\colon \mathcal{P}_{+}^{2}\rightarrow \mathcal{P}_{+}\) given by $$\delta_x\diamon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dfb8d9d76cc63af74cfe09d81f142b5a
https://doi.org/10.1007/s10959-010-0279-6
https://doi.org/10.1007/s10959-010-0279-6
Publikováno v:
Bernoulli 21, no. 4 (2015), 2513-2551
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive process with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a008d271695a60d1edaf63129b60d4f
http://arxiv.org/abs/1312.4083
http://arxiv.org/abs/1312.4083
