An extension of Spitzer's integral representation theorem with an application

Alzaid, Abdulhamid A. ; Rao, C. Radhakrishna ; Shanbhag, D. N. (1987) An extension of Spitzer's integral representation theorem with an application Annals of Probability, 15 (3). pp. 1210-1216. ISSN 0091-1798

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Official URL: http://www.jstor.org/stable/2244050

Abstract

Using a new approach, an extended version of Spitzer's integral representation for stationary measures of a discrete branching process is obtained. This result is used to provide a complete solution to a problem in damage models satisfying a generalized Rao-Rubin condition.

Item Type:Article
Source:Copyright of this article belongs to Institute of Mathematical Statistics.
ID Code:58138
Deposited On:31 Aug 2011 12:32
Last Modified:31 Aug 2011 12:32

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