Marc Yor used to say that “Bessel processes are everywhere”. Partly in [13] J. Pitman, M. Yor, Bessel processes and infinitely divisible laws. BESSEL PROCESSES AND INFINITELY DIVISIBLE LAWS by. Jim PITMAN and Marc YOR (n). 1. INTRODUCTION. In recent years there has been a renewed. Theorem (Lévy–Khintchine formula) A probability law µ of a real- . To conclude our introduction to Lévy processes and infinite divisible distribu- tions, let us .. for x ∈ R where α,δ > 0, β ≤ |α| and K1(x) is the modified Bessel function of.

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Coalescents with multiple collisions J Pitman Annals of Probability, In Bayesian Statistics 5 Bernardo, J. Some new tools for Dirichlet priors. Oxford University Press, New York.

Seminar on Stochastic Processes, Long-range attraction between probe particles mediated by a driven fluid – Some new results on random Dirichlet variances. AMS subject classifications: Exact inference for random Dirichlet means. On a particular class of self-decomposable random infinitelu Weak noise analysis, finite time singularity, and mapping onto the quantum Coulomb problem – The convex minorant of the Cauchy process.


Some classes of multivariate infinitely divisible distribution admitting stochastic integral representations Bernoulli12p. On the resultant of a large number of vibrations of the same pitch and of arbitrary phase – Lord Rayleigh Princeton Mathematical Series, v. Generalized gamma convolutions procfsses related classes of distributions and densities.

Lévy process

Extended Thorin classes and stochastic integrals. Technical ReportDept. Random walks in logarithmic and power-law potentials, nonuniversal persistence, and vortex dynamics in the two-dimensional XY model divsiible Revised by the author.

The tails of probabilities chosen from a Dirichlet prior. Continuous martingales and Brownian motion. On the Markov—Krein identity and quasi—invariance of the gamma process.

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Theory and numerical analysis for exact distribution of functionals of a Dirichlet process. Introduction to Spectral Theory: A stochastic equation for the law of the random Dirichlet variance. Multiplicative stochastic processes in statistical physics – Schenzle, A. The system can’t perform the operation now. Le medie associative nel contesto del processo aleatorio di Dirichlet I, II.


Stochastic processes and related topics Siegmundsburg,p. Transient behavior of regulated Brownian motion.

Jim Pitman – Google 学术搜索引用

This “Cited by” count proceses citations to the following articles in Scholar. A parallel between Brownian bridges and gamma bridges. The transition function of a Fleming-Viot process Ann. An introduction to the theory of the Riemann zeta-function. A theory of the term structure of interest rates – Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples.