Kendall random walk,Williamson transform, and the corresponding Wiener–Hopf factorization
| Autor: | B. H. Jasiulis-Gołdyn, Jolanta KrystynaMisiewicz |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics::Theory
General Mathematics 010102 general mathematics Markov process Random walk 01 natural sciences Convolution 010104 statistics & probability symbols.namesake Number theory Mathematics::Probability Factorization Ordinary differential equation symbols Statistics::Methodology Applied mathematics Pareto distribution 0101 mathematics Mathematics |
| Zdroj: | Lithuanian Mathematical Journal. 57:479-489 |
| ISSN: | 1573-8825 0363-1672 |
| DOI: | 10.1007/s10986-017-9375-y |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink