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$k$-records, $k$-corners, self-similar Poisson process, Ignatov's theorem (1)
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Aproximadamente 61 registro(s) hasta el momento: (journal)

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Recurso libre

A stochastic scheme of approximation for ordinary differential equations
Fierro, Raul; Universidad Catolica de Valparaiso - Torres, Soledad; Universidad de Valparaiso

Formato:	Peer-reviewed Article,
Enlaces:	In this note we provide a stochastic method for approximating solutions of ordinary differential equations. To this end, a stochastic variant of the Euler scheme is given by means of Markov chains. For an ordinary differential equation, these approximations are…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

Large deviation principles for Markov processes via Phi-Sobolev inequalities
Wu, Liming; Wuhan University and Université Blaise Pascal - Yao, Nian; Wuhan University

Formato:	Peer-reviewed Article,
Enlaces:	Via Phi-Sobolev inequalities, we give some sharp integrability conditions on $F$ for the large deviation principle of the empirical mean $\frac{1}{T}{\int_{0}^{T}{F(X_{s})}ds}$ for large time $T$, where $F$ is unbounded with values in some separable Banach space. Several examples are provided.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

Threshold phenomena on product spaces: BKKKL revisited (once more)
Rossignol, Raphaël; Université Paris 11, France

Formato:	Peer-reviewed Article,
Enlaces:	We revisit the work of Bourgain et al. (1992) - referred to as "BKKKL" in the title - about influences on Boolean functions in order to give a precise statement of threshold phenomenon on the product space $\{1,...,r\}^N$, generalizing one…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

A non-commutative sewing lemma
Feyel, Denis; Université Evry - de La Pradelle, Arnaud; Universite Paris VI - Mokobodzki, Gabriel; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	A non-commutative version of the sewing lemma is proved, with some applications
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

A remark on the equivalence of Gaussian processes
van Zanten, Harry; Vrije Universiteit Amsterdam

Formato:	Peer-reviewed Article,
Enlaces:	In this note we extend a classical equivalence result for Gaussian stationary processes to the more general setting of Gaussian processes with stationary increments. This will allow us to apply it in the setting of aggregated independent fractional Brownian motions.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

A relation between dimension of the harmonic measure, entropy and drift for a random walk on a hyperbolic space
Le Prince, Vincent; IRMAR, Rennes

Formato:	Peer-reviewed Article,
Enlaces:	We establish in this paper an exact formula which links the dimension of the harmonic measure, the asymptotic entropy and the rate of escape for a random walk on a discrete subgroup of the isometry group of a Gromov hyperbolic…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

Corners and Records of the Poisson Process in Quadrant
Gnedin, Alexander; Utrecht University

Formato:	Peer-reviewed Article,
Enlaces:	The scale-invariant spacings lemma due to Arratia, Barbour and Tavaré establishes the distributional identity of a self-similar Poisson process and the set of spacings between the points of this process. In this note we connect this result with properties of…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

Optimising prediction error among completely monotone covariance sequences
McVinish, Ross S; Queensland University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We provide a characterisation of Gaussian time series which optimise the one-step prediction error subject to the covariance sequence being completely monotone with the first m covariances specified.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

Entropy Estimate for $k$-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Gao, Fuchang; University of Idaho

Formato:	Peer-reviewed Article,
Enlaces:	Metric entropy of the class of probability distribution functions on $[0,1]$ with a $k$-monotone density is studied through its connection with the small ball probability of $k$-times integrated Brownian motions.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

On the boundedness of Bernoulli processes over thin sets
Latala, Rafal; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	We show that the Bernoulli conjecture holds for sets with small one-dimensional projections, i.e. any bounded Bernoulli process indexed by such set may be represented as a sum of a uniformly bounded process and a process dominated by a bounded…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Filtering and parameter estimation for a jump stochastic process with discrete observations
Makhnin, Oleg V; New Mexico Tech

Formato:	Peer-reviewed Article,
Enlaces:	A compound Poisson process is considered. We estimate the current position of the stochastic process based on past discrete-time observations (non-linear discrete filtering problem) in Bayesian setting. We obtain bounds for the asymptotic rate of the expected square error of…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

12.

Symmetrization of Bernoulli
Pal, Soumik; Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	We show that an asymmetric Bernoulli random variable is symmetry resistant in the sense that any independent random variable, which when added to it produces a symmetric sum, must have a variance at least as much as itself. The main…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

13.

On differentiability of the Parisi formula
Panchenko, Dmitry; Texas A&M University

Formato:	Peer-reviewed Article,
Enlaces:	It was proved by Michel Talagrand in [10] that the Parisi formula for the free energy in the Sherrington-Kirkpatrick model is differentiable with respect to inverse temperature parameter. We present a simpler proof of this result by using approximate solutions…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

14.

On the sphericity of scaling limits of random planar quadrangulations
Miermont, Grégory; Fondation des Sciences Mathématiques de Paris

Formato:	Peer-reviewed Article,
Enlaces:	We give a new proof of a theorem by Le Gall and Paulin, showing that scaling limits of random planar quadrangulations are homeomorphic to the 2-sphere. The main geometric tool is a reinforcement of the notion of Gromov-Hausdorff convergence, called…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

15.

Internal Diffusion-Limited Aggregation on non-amenable graphs
Huss, Wilfried; Graz University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	The stochastic growth model Internal Diffusion Limited Aggregation was defined in 1991 by Diaconis and Fulton. Several shape results are known when the underlying state space is the d-dimensional lattice, or a discrete group with exponential growth. We prove an…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

16.

A note on the distributions of the maximum of linear Bernoulli processes
Bobkov, Sergey G; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	We give a characterization of the family of all probability measures on the extended line $(-\infty,+\infty]$, which may be obtained as the distribution of the maximum of some linear Bernoulli process.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

17.

Exact Convergence Rate for the Maximum of Standardized Gaussian Increments
Kabluchko, Zakhar; Goettingen University - Munk, Axel; Goettingen University

Formato:	Peer-reviewed Article,
Enlaces:	We prove an almost sure limit theorem on the exact convergence rate of the maximum of standardized gaussian random walk increments. This gives a more precise version of Shao's theorem ( Shao, Q.-M., 1995. On a conjecture of R&eacutev&eacutesz. Proc.…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

Continuous-time trading and the emergence of volatility
Vovk, Vladimir; Royal Holloway, University of London

Formato:	Peer-reviewed Article,
Enlaces:	This note continues investigation of randomness-type properties emerging in idealized financial markets with continuous price processes. It is shown, without making any probabilistic assumptions, that the strong variation exponent of non-constant price processes has to be 2, as in the…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

19.

A functional limit theorem for a 2d-random walk with dependent marginals
Guillotin-Plantard, Nadine; Université Lyon 1 - Le Ny, Arnaud; Université Paris Sud

Formato:	Peer-reviewed Article,
Enlaces:	We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to different normalizations in the functional…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

20.

On the relationship between subordinate killed and killed subordinate processes
Song, Renming; University of Illinois at Urbana-Champaign - Vondracek, Zoran; University of Zagreb

Formato:	Peer-reviewed Article,
Enlaces:	We study the precise relationship between the subordinate killed and killed subordinate processes in the case of an underlying Hunt process, and show that, under minimal conditions, the former is a subprocess of the latter obtained by killing at a…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

21.

Infinite Divisibility of Gaussian Squares with Non-zero Means
Marcus, Michael B.; The City College of CUNY - Rosen, Jay; The College of Staten Island of CUNY

Formato:	Peer-reviewed Article,
Enlaces:	We give necessary and sufficient conditions for a Gaussian vector with non-zero mean, to have infinitely divisible squares for all scalar multiples of the mean, and show how the this vector is related to the local times of a Markov…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

22.

Sharp estimates for the convergence of the density of the Euler scheme in small time
Gobet, Emmanuel; Laboratoire Jean Kuntzmann Université de Grenoble - Labart, Céline; INRIA Paris Rocquencourt

Formato:	Peer-reviewed Article,
Enlaces:	In this work, we approximate a diffusion process by its Euler scheme and we study the convergence of the density of the marginal laws. We improve previous estimates especially for small time.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

23.

On Asymptotic Growth of the Support of Free Multiplicative Convolutions
Kargin, Vladislav; Courant Institute of Mathematical Sciences

Formato:	Peer-reviewed Article,
Enlaces:	Let $\mu$ be a compactly supported probability measure on $\mathbb{R}^{+}$ with expectation $1$ and variance $V.$ Let $\mu _{n}$ denote the $n$-time free multiplicative convolution of measure $\mu $ with itself. Then, for large $n$ the length of the support…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

24.

Perfect sampling from the limit of deterministic products of stochastic matrices
Stenflo, Örjan; Uppsala University

Formato:	Peer-reviewed Article,
Enlaces:	We illustrate how a technique from the theory of random iterations of functions can be used within the theory of products of matrices. Using this technique we give a simple proof of a basic theorem about the asymptotic behavior of…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

25.

Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
Jiang, Thomas Jyh-Ming; National Chengchi University - Kuo, Kun-Lin; Academia Sinica

Formato:	Peer-reviewed Article,
Enlaces:	Jiang, Dickey, and Kuo [12] gave the multivariate c-characteristic function and showed that it has properties similar to those of the multivariate Fourier transformation. We first give the multivariate c-characteristic function of a random functional of a Ferguson-Dirichlet process over…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

26.

A martingale on the zero-set of a holomorphic function
Kink, Peter; Faculty for Computer and Information Sciences, University of Ljubljana

Formato:	Peer-reviewed Article,
Enlaces:	We give a simple probabilistic proof of the classical fact from complex analysis that the zeros of a holomorphic function of several variables are never isolated and that they are not contained in any compact set. No facts from complex…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

27.

Distribution of the Brownian motion on its way to hitting zero
Chigansky, Pavel; The Hebrew University - Klebaner, Fima C.; Monash University

Formato:	Peer-reviewed Article,
Enlaces:	For the one-dimensional Brownian motion $B=(B_t)_{t\geq 0}$, started at $x>0$, and the first hitting time $\tau=\inf\{t\geq 0:B_t=0\}$, we find the probability density of $B_{u\tau}$ for a $u\in(0,1)$, i.e. of the Brownian motion on its way to hitting zero.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

28.

Sharp inequality for bounded submartingales and their differential subordinates
Osekowski, Adam; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	Let $\alpha$ be a fixed number from the interval $[0,1]$. We obtain the sharp probability bounds for the maximal function of the process which is $\alpha$-differentially subordinate to a bounded submartingale. This generalizes the previous results of Burkholder and Hammack.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

29.

Renewal series and square-root boundaries for Bessel processes
Enriquez, Nathanael; Universite Paris 10 - Sabot, Christophe; Université de Lyon 1 - Yor, Marc; Universite Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	We show how a description of Brownian exponential functionals as a renewal series gives access to the law of the hitting time of a square-root boundary by a Bessel process. This extends classical results by Breiman and Shepp, concerning Brownian…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

30.

Last Passage Percolation in Macroscopically Inhomogeneous Media
Rolla, Leonardo T.; Instituto de Matemética Pura e Aplicada - Teixeira, Augusto Q.; Instituto de Matemética Pura e Aplicada

Formato:	Peer-reviewed Article,
Enlaces:	In this note we investigate the last passage percolation model in the presence of macroscopic inhomogeneity. We analyze how this affects the scaling limit of the passage time, leading to a variational problem that provides an ODE for the deterministic…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

31.

A simple proof of the Poincaré inequality for a large class of probability measures
Bakry, Dominique; LSP, Univ. Toulouse 3 - Barthe, Franck; LSP, Univ. Toulouse 3 - Cattiaux, Patrick; LSP, Univ. Toulouse 3 - Guillin, Arnaud; LATP, Univ. Aix-Marseille 1

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. We give a simple and direct proof of the existence of a spectral gap under some Lyapunov type condition which is satisfied in particular by log-concave probability measures on $\mathbb{R}^n$. The proof is based on arguments introduced in Bakry…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

32.

Hermite and Laguerre Polynomials and Matrix-Valued Stochastic Processes
Lawi, Stephan; KBC Financial Products Hong Kong Limited

Formato:	Peer-reviewed Article,
Enlaces:	We extend to matrix-valued stochastic processes, some well-known relations between real-valued diffusions and classical orthogonal polynomials, along with some recent results about Lévy processes and martingale polynomials. In particular, joint semigroup densities of the eigenvalue processes of the generalized matrix-valued…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

33.

A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Bednorz, Witold; Warsaw University - Latuszynski, Krzysztof; Warsaw School of Economics - Latala, Rafal; Warsaw University

Formato:	Peer-reviewed Article,
Enlaces:	Central limit theorems for functionals of general state space Markov chains are of crucial importance in sensible implementation of Markov chain Monte Carlo algorithms as well as of vital theoretical interest. Different approaches to proving this type of results under…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

34.

Explicit Bounds for the Approximation Error in Benford's Law
Dümbgen, Lutz; University of Bern - Leuenberger, Christoph; Ecole d'Ingénieurs de Fribourg

Formato:	Peer-reviewed Article,
Enlaces:	Benford's law states that for many random variables $X > 0$ its leading digit $D = D(X)$ satisfies approximately the equation $\mathbb{P}(D = d) = \log_{10}(1 + 1/d)$ for $d = 1,2,\ldots,9$. This phenomenon follows from another, maybe more intuitive…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

35.

Random walk on a discrete torus and random interlacements
Windisch, David; ETH Zurich

Formato:	Peer-reviewed Article,
Enlaces:	We investigate the relation between the local picture left by the trajectory of a simple random walk on the torus $({\mathbb Z} / N{\mathbb Z})^d$, $d \geq 3$, until $uN^d$ time steps, $u > 0$, and the model of random…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

36.

Tightness of voter model interfaces
Sturm, Anja; University of Delaware - Swart, Jan M.; 'UTIA

Formato:	Peer-reviewed Article,
Enlaces:	Consider a long-range, one-dimensional voter model started with all zeroes on the negative integers and all ones on the positive integers. If the process obtained by identifying states that are translations of each other is positively recurrent, then it is…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

37.

A Clark-Ocone formula in UMD Banach spaces
Maas, Jan; TU Delft - Neerven, Jan van; TU Delft

Formato:	Peer-reviewed Article,
Enlaces:	Let $H$ be a separable real Hilbert space and let $\mathbb{F}=(\mathscr{F}_t)_{t\in [0,T]}$ be the augmented filtration generated by an $H$-cylindrical Brownian motion $(W_H(t))_{t\in [0,T]}$ on a probability space $(\Omega,\mathscr{F},\mathbb{P})$. We prove that if $E$ is a UMD Banach space, $1\le…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

38.

On the parabolic generator of a general one-dimensional Lévy process
Eisenbaum, Nathalie; CNRS - Kyprianou, Andreas; University of Bath

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this note is twofold. Firstly to complete a recent accumulation of results concerning extended version of Ito's formula for any one dimensional Lévy processes, $X$. Secondly, we use the latter to characterise the parabolic generator of $X$,…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

39.

Stone-Weierstrass type theorems for large deviations
Comman, Henri; University of Santiago de Chile

Formato:	Peer-reviewed Article,
Enlaces:	We give a general version of Bryc's theorem valid on any topological space and with any algebra $\mathcal{A}$ of real-valued continuous functions separating the points, or any well-separating class. In absence of exponential tightness, and when the underlying space is…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

40.

Random matching problems on the complete graph
Wästlund, Johan; Department of Mathematical Sciences, Chalmers University of Technology, Göteborg, Sweden

Formato:	Peer-reviewed Article,
Enlaces:	The edges of the complete graph on $n$ vertices are assigned independent exponentially distributed costs. A $k$-matching is a set of $k$ edges of which no two have a vertex in common. We obtain explicit bounds on the expected value…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

41.

On the lower bound of the spectral norm of symmetric random matrices with independent entries
Peche, Sandrine; Institut Fourier, Grenoble, France - Soshnikov, Alexander; University of California at Davis, USA

Formato:	Peer-reviewed Article,
Enlaces:	We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \sigma - o( N^{-6/11+\varepsilon}), $ where $\sigma^2 $ is the variance of…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

42.

An extension of the inductive approach to the lace expansion
Holmes, Mark P; University of Auckland - van der Hofstad, Remco; Eindhoven University of Technology - Slade, Gordon; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We extend the inductive approach to the lace expansion, previously developed to study models with critical dimension 4, to be applicable more generally. In particular, the result of this note has recently been used to prove Gaussian asymptotic behaviour for…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

43.

Spectral gap for the interchange process in a box
Morris, Ben; UC Davis

Formato:	Peer-reviewed Article,
Enlaces:	We show that the spectral gap for the interchange process (and the symmetric exclusion process) in a $d$-dimensional box of side length $L$ is asymptotic to $\pi^2/L^2$. This gives more evidence in favor of Aldous's conjecture that in any graph…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

44.

A note on the ballistic limit of random motion in a random potential
Flury, Markus; University of Tuebingen

Formato:	Peer-reviewed Article,
Enlaces:	It has been shown that certain types of random walks in random potentials and Brownian motion in Poissonian potentials undergo a phase transition from sub-ballistic to ballistic behavior when the strength of the underlying drift is increased. The ballistic behavior…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

45.

Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
Hofmann-Credner, Katrin; Ruhr University Bochum - Stolz, Michael; Ruhr University Bochum

Formato:	Peer-reviewed Article,
Enlaces:	It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this paper,…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

46.

Moment estimates for Lévy Processes
Luschgy, Harald; Univ. Trier - Pagès, Gilles; Univ. Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	For real Lévy processes $(X_t)_{t \geq 0}$ having no Brownian component with Blumenthal-Getoor index $\beta$, the estimate $E \sup_{s \leq t} \|X_s - a_p s\|^p \leq C_p t$ for every $t \in [0,1]$ and suitable $a_p \in R$ has been…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

47.

Intersection probabilities for a chordal SLE path and a semicircle
Alberts, Tom; New York University - Kozdron, Michael J; University of Regina

Formato:	Peer-reviewed Article,
Enlaces:	We derive a number of estimates for the probability that a chordal SLE$_\kappa$ path in the upper half plane $\mathbb{H}$ intersects a semicircle centred on the real line. We prove that if $0<\kappa <8$ and $\gamma:[0,\infty) \to \overline{\mathbb{H}}$ is a…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

48.

On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
Kösters, Holger; University of Bielefeld

Formato:	Peer-reviewed Article,
Enlaces:	We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal Ensemble, obtained by Brézin…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

49.

Fragmenting random permutations
Goldschmidt, Christina; Department of Statistics, University of Oxford - Martin, James B; Department of Statistics, University of Oxford - Spano, Dario; Department of Statistics, University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	Problem 1.5.7 from Pitman's Saint-Flour lecture notes: Does there exist for each $n$ a fragmentation process $(\Pi_{n,k}, 1 \leq k \leq n)$ such that $\Pi_{n,k}$ is distributed like the partition generated by cycles of a uniform random permutation of $\{1,2,\ldots,n\}$…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

50.

Free Generalized Gamma Convolutions
Perez Abreu, Victor; CIMAT - Sakuma, Noriyoshi; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	The so-called Bercovici-Pata bijection maps the set of classical infinitely divisible laws to the set of free infinitely divisible laws. The purpose of this work is to study the free infinitely divisible laws corresponding to the classical Generalized Gamma Convolutions…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability