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Kendall random walks - MaRDI portal

Kendall random walks (Q149272)

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scientific article; zbMATH DE number 6605504
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English
Kendall random walks
scientific article; zbMATH DE number 6605504

    Statements

    publication date
    30 November 2014
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    22 July 2016
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    arXiv classification
    math.PR
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    zbMATH Keywords
    random walk
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    generalized convolution
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    Kendall convolution
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    weakly stable distribution
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    Pareto distribution
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    Markov process
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    Williamson transform
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    Identifiers

    arXiv ID
    1412.0220
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    Mathematics Subject Classification ID
    60G50
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    60J05
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    44A35
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    60E10
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    60E07
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    zbMATH DE Number
    6605504
    0 references
     
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