Additive Properties of the Dufresne Laws and Their Multivariate Extension

Journal of Theoretical Probability

Volumn 12, Issue 4, 1999, Pages 1045-1066

  Chamayou, Jean Francois ^a   Letac, Gérard ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Markov chains; Stationary distribution; Symmetric cones

Indexed keywords

EID: 0042579630     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021649305082     Document Type: Article

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