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On the distribution of functionals of discrete ordinal variables

✍ Scribed by Paola Cerchiello; Paolo Giudici


Book ID
119373024
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
196 KB
Volume
82
Category
Article
ISSN
0167-7152

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On discretizations of cumulative distrib
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## Abstract Stochastic processes in discrete time are considered which develop through the successive application of independent positive multipliers and also are martingales. We construct optimal discretizations and derive properties of the Mellin‐Stieltjes transforms of the cumulative distributio