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- W4386461036 abstract "This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide general formula for finite dimensional distributions of the random walk driven by the Kendall convolution for a large class of step size distributions. Moreover, we prove limit theorems for random walks and connected continuous time stochastic process." @default.
- W4386461036 created "2023-09-06" @default.
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- W4386461036 date "2019-01-17" @default.
- W4386461036 modified "2023-09-27" @default.
- W4386461036 title "Asymptotic properties of extremal Markov processes driven by Kendall convolution" @default.
- W4386461036 doi "https://doi.org/10.48550/arxiv.1901.05698" @default.
- W4386461036 hasPublicationYear "2019" @default.
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