A Generalized α-Laplace Lévy Process

Satheesh, S. (2022) A Generalized α-Laplace Lévy Process. Asian Journal of Probability and Statistics, 19 (3). pp. 13-20. ISSN 2582-0230

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Official URL: https://doi.org/10.9734/ajpas/2022/v19i330469

Abstract

Random time changed Lévy Processes are getting increased attention of late as they can account for a variety of features in data. In this article we discuss α-Laplace Lévy Process and a generalization of it. Both are random time changed α-stable Lévy Processes. We obtained a characterization of α-Laplace Lévy Process and discuss the first passage time distribution of a generalized α-Laplace Lévy Process. Interestingly, this first passage time follows a discrete distribution.

Item Type:	Article
Subjects:	STM Library > Mathematical Science
Depositing User:	Managing Editor
Date Deposited:	25 Feb 2023 08:05
Last Modified:	23 Mar 2024 04:17
URI:	http://open.journal4submit.com/id/eprint/1232

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