Stationarity of delayed Lévy processes

K. Harn, van, F.W. Steutel

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Abstract

It is shown that analogous to partial sum processes in renewal theory Lévy processes can be delayed such as to show a certain stationarity.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages5
Publication statusPublished - 1997

Publication series

NameMemorandum COSOR
Volume9716
ISSN (Print)0926-4493

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