Stationarity of delayed Lévy processes

K. Harn, van, F.W. Steutel

Research output: Book/ReportReportAcademic

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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

Fingerprint

Partial Sum Process
Renewal Theory
Stationarity

Cite this

Harn, van, K., & Steutel, F. W. (1997). Stationarity of delayed Lévy processes. (Memorandum COSOR; Vol. 9716). Eindhoven: Technische Universiteit Eindhoven.
Harn, van, K. ; Steutel, F.W. / Stationarity of delayed Lévy processes. Eindhoven : Technische Universiteit Eindhoven, 1997. 5 p. (Memorandum COSOR).
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Harn, van, K & Steutel, FW 1997, Stationarity of delayed Lévy processes. Memorandum COSOR, vol. 9716, Technische Universiteit Eindhoven, Eindhoven.

Stationarity of delayed Lévy processes. / Harn, van, K.; Steutel, F.W.

Eindhoven : Technische Universiteit Eindhoven, 1997. 5 p. (Memorandum COSOR; Vol. 9716).

Research output: Book/ReportReportAcademic

TY - BOOK

T1 - Stationarity of delayed Lévy processes

AU - Harn, van, K.

AU - Steutel, F.W.

PY - 1997

Y1 - 1997

N2 - It is shown that analogous to partial sum processes in renewal theory Lévy processes can be delayed such as to show a certain stationarity.

AB - It is shown that analogous to partial sum processes in renewal theory Lévy processes can be delayed such as to show a certain stationarity.

M3 - Report

T3 - Memorandum COSOR

BT - Stationarity of delayed Lévy processes

PB - Technische Universiteit Eindhoven

CY - Eindhoven

ER -

Harn, van K, Steutel FW. Stationarity of delayed Lévy processes. Eindhoven: Technische Universiteit Eindhoven, 1997. 5 p. (Memorandum COSOR).