搜索结果: 1-2 共查到“统计学 Subordinators”相关记录2条 . 查询时间(0.053 秒)
Dirichlet mean identities and laws of a class of subordinators
beta–gamma algebra Dirichlet means and processes exponential tilting
2010/10/19
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet ...
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Self-similar Markov process subordinator exponential functional
2009/5/4
Let $xi$ be a subordinator with Laplace exponent $Phi$, $I=int_{0}^{infty}exp(-xi_s)ds$ the so-called exponential functional, and $X$ (respectively, $hat X$) the self-similar Markov process obtained f...