首页 | 本学科首页   官方微博 | 高级检索  
     


Further results for ladder processes in continuous time
Authors:N.U. Prabhu  Michael Rubinovitch
Affiliation:Mathematics Research Centre, The University of Wisconsin, U.S.A.
Abstract:The distribution of ladder variables is obtained for the class of processes with stationary independent increments for which they are almost surely positive. This result is used to derive some related distributions. It is proved that a Wiener-Hopf factorization completely analogous to the one for random walks holds if and only if the process is compound Poisson with zero drift.
Keywords:
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号