Choquet Deny Type Functional Equations With Applications To Stochastic Models
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Choquet-Deny Type Functional Equations with Applications to Stochastic Models
| Author | : Calyampudi Radhakrishna Rao |
| Publisher | : |
| Total Pages | : 314 |
| Release | : 1994 |
| Genre | : Mathematics |
| ISBN | : |
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The solutions to these functional equations provide a unified and elegant approach to characterizations of the exponential, geometric, Pareto, Weibull, stable, Poisson and other distributions under a variety of stochastic properties of the random variable. The ICFE also plays an important role in renewal processes, potential theory and other applications of stochastic processes.
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