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The distribution of refracted Lévy processes with jumps having rational Laplace transforms.

Jiang ZhouLan Wu
Published in: J. Appl. Probab. (2017)
Keyphrases
  • random variables
  • heavy tails
  • probability distribution
  • markov chain
  • computational models
  • gaussian distribution
  • knowledge base
  • bayesian networks
  • multiresolution
  • power law
  • stochastic processes