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The range of a perturbed Lévy process

✍ Scribed by S. N. Evans


Publisher
Springer
Year
1989
Tongue
English
Weight
123 KB
Volume
81
Category
Article
ISSN
1432-2064

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Stopped two-dimensional perturbed random
✍ Allan Gut 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 411 KB

Limit theorems for stopped two-dimensional random walks are generalized to perturbed random walks and perturbed Lrvy processes. We conclude with an application to repeated significance tests in two-parameter exponential families and an example. @ 1997 Elsevier Science B.V.