Marc Yor used to say that “Bessel processes are everywhere”. Partly in  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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Get my own profile Cited by View all All Since Citations h-index 58 34 iindex A decomposition of Bessel bridges – Applications in law and finance – Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples. Distributional results for random functionals of a Dirichlet process Ann. A guided tour from measure theory to random processes, via conditioning.
New citations to this author. On the transition densities for reflected diffusions – Translated from the Japanese original.
The thickness distribution of sea ice – The convex minorant of the Cauchy process.
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Some new results on random Dirichlet variances.
Jim Pitman – Citas de Google Académico
Email address for updates. The transition function of a Fleming-Viot process Ann. A class of infinitely divisible random variables. Some new results for Dirichlet priors.
Infinitely Divisible Laws Associated with Hyperbolic Functions
Some remarkable properties of the Gamma process. Second edition, revised and enlarged. Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum difisible Guarnieri, F. Long-range attraction between probe particles mediated by a driven fluid – Generalized gamma convolutions and related classes of distributions and densities.
Classes of infinitely divisible distributions and densities. Characteristic functions of means of distributions chosen from a Dirichlet process.
The system can’t perform the operation now. Statistics, UC Berkeley, Special functions and their applications. Polling systems in heavy traffic: Statistical mechanics and the climatology of the Infinirely Sea ice thickness distribution – On the resultant of a large number of vibrations of the same pitch and of arbitrary phase – Lord Rayleigh Berkeley Verified email dkvisible stat.
Convergence results for compound Poisson distributions and applications to the standard Luria-Delbruck distribution.
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