Random Gamma time
Fuente:
arXiv
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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866916257449639936 |
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| author | Szulga, Jerzy |
| author_facet | Szulga, Jerzy |
| contents | We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel spaces. An appendix on modular spaces and deterministic jump processes is included. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_13990 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Random Gamma time Szulga, Jerzy Probability Primary 60G55, Secondary 60G17, 60H99, 60K99 We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel spaces. An appendix on modular spaces and deterministic jump processes is included. |
| title | Random Gamma time |
| topic | Probability Primary 60G55, Secondary 60G17, 60H99, 60K99 |
| url | https://arxiv.org/abs/2405.13990 |