B. H. Jasiulis-Gołdyn

collaborators

2 papers

math.PR2014

Kendall random walks

Barbara H. Jasiulis-Gołdyn

The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak g…

math.PR2014

Weak Lévy-Khintchine representation for weak infinite divisibility

B. H. Jasiulis-Gołdyn, J. K. Misiewicz

A random vector $X$ is weakly stable iff for all $a, b \in R$ there exists a random variable $Θ$ such that $a X + b X^{'} = d X Θ$ , where $X…