Semi-stable stochastic processes
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- by John Lamperti
- Trans. Amer. Math. Soc. 104 (1962), 62-78
- DOI: https://doi.org/10.1090/S0002-9947-1962-0138128-7
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References
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- T. E. Harris, The existence of stationary measures for certain Markov processes, Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, 1954–1955, vol. II, University of California Press, Berkeley-Los Angeles, Calif., 1956, pp. 113–124. MR 0084889
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- John Lamperti, A new class of probability limit theorems, Bull. Amer. Math. Soc. 67 (1961), 267–269. MR 124078, DOI 10.1090/S0002-9904-1961-10575-2
- John Lamperti, An invariance principle in renewal theory, Ann. Math. Statist. 33 (1962), 685–696. MR 137176, DOI 10.1214/aoms/1177704590 P. Levy, Theorie de l’addition des variables aleatoires, Gauthier-Villers, Paris, 1937. C. J. Stone, Limit theorems for birth and death processes and diffusion processes, Stanford University thesis, June 1961.
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
Bibliographic Information
- © Copyright 1962 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 104 (1962), 62-78
- MSC: Primary 60.40; Secondary 60.30
- DOI: https://doi.org/10.1090/S0002-9947-1962-0138128-7
- MathSciNet review: 0138128