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Permutation inversions and multidimensional cumulative distribution functions

✍ Scribed by Johnson M. Hart


Book ID
113162408
Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
571 KB
Volume
14
Category
Article
ISSN
0020-0190

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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