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arXiv · 1501.05873

Kendall random walk, Williamson transform and the corresponding Wiener-Hopf factorization

B. H. Jasiulis-Gołdyn·J. K. Misiewicz
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Abstract

The paper gives some properties of hitting times and an analogue of the Wiener-Hopf factorization for the Kendall random walk. We show also that the Williamson transform is the best tool for problems connected with the Kendall generalized convolution.

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B. H. Jasiulis-Gołdyn, J. K. Misiewicz. 2016-12-09. Kendall random walk, Williamson transform and the corresponding Wiener-Hopf factorization. https://arxiv.org/abs/1501.05873

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