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Non-negative Matrices and Markov Chains
Finite Non-Negative Matrices.- Fundamental Concepts and Results in the Theory of Non-negative Matrices.- Some Secondary Theory with Emphasis on Irreducible Matrices, and Applications.- InhomogeneousExpand
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The Variance Gamma (V.G.) Model for Share Market Returns
A new stochastic process, termed the variance gamma process, is proposed as a model for the uncertainty underlying security prices. The unit period distribution is normal conditional on a varianceExpand
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Regularly varying functions
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Non‐Negative Matrices and Markov Chains
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Non-negative Matrices and Markov Chains (Springer Series in Statistics)
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A unified theory of regularly varying sequences
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