
Accession Number : AD0742906
Title : Further Results for Ladder Processes in Continuous Time.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Prabhu,N. U. ; Rubinovitch,Michael
Report Date : DEC 1971
Pagination or Media Count : 26
Abstract : The distribution of ladder variables is obtained for the class of processes with stationary independent increments for which they are almost surely positive. This result is used to derive some related distributions. It is proved that a WienerHopf factorization completely analogous to the one for random walks holds if and only if the process is compound Poisson with zero drift. (Author)
Descriptors : (*STOCHASTIC PROCESSES, RANDOM VARIABLES), DISTRIBUTION FUNCTIONS, MEASURE THEORY, INTEGRAL TRANSFORMS, GROUPS(MATHEMATICS), THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE