On Some Classes of Processes with Independent Increments

DOI10.1137/1110056zbMath0161.37202OpenAlexW2080024731MaRDI QIDQ5543866

B. A. Rogozin

Publication date: 1965

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1110056

zbMATH Keywords

probability theory

Related Items (7)

Ergodic distribution of an oscillating process with independent increments ⋮ Thorin classes of Lévy processes and their transforms ⋮ Maxima of sums of random variables and suprema of stable processes ⋮ Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions ⋮ On Pólya mixtures of multivariate Gaussian distributions ⋮ On subordinated multivariate Gaussian Lévy processes ⋮ Self-decomposability of weak variance generalised gamma convolutions

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