STOCHASTIC DIFFERENCE EQUATION AND A REPRESENTATION OF NONNEGATIVE INFINITELY DIVISIBLE RANDOM-VARIABLES

被引:316
作者
VERVAAT, W
机构
关键词
D O I
10.2307/1426858
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:750 / 783
页数:34
相关论文
共 96 条
[21]  
Feller W., 1971, INTRO PROBABILITY TH, V2
[22]   REPRESENTATION OF INDEPENDENT INCREMENT PROCESSES WITHOUT GAUSSIAN COMPONENTS [J].
FERGUSON, TS ;
KLASS, MJ .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (05) :1634-&
[23]   AN ABSORPTION PROBABILITY PROBLEM [J].
GAVER, DP .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1964, 9 (03) :384-&
[24]  
GAVER DP, 1978, 1ST ORDER AUTOREGRES
[25]  
GAVER DP, 1962, STUDIES APPLIED PROB
[26]   AMPLITUDE DISTRIBUTION OF SHOT NOISE [J].
GILBERT, EN ;
POLLAK, HO .
BELL SYSTEM TECHNICAL JOURNAL, 1960, 39 (02) :333-350
[27]   SHOT PROCESS WITH BURST PROPERTIES [J].
GILCHRIST, JH ;
THOMAS, JB .
ADVANCES IN APPLIED PROBABILITY, 1975, 7 (03) :527-541
[28]  
GONCHAROV V. L, 1944, TRANSL AM MATH SOC 2, V19, P1
[29]  
GONCHAROV VL, 1944, IZV AKAD NAUK SSSR M, V8, P3
[30]  
GRENANDER U, 1961, ARK MAT, V4, P189