Integral representations for distributions of symmetric stochastic processes (Q1109412)
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scientific article; zbMATH DE number 4069934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral representations for distributions of symmetric stochastic processes |
scientific article; zbMATH DE number 4069934 |
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Integral representations for distributions of symmetric stochastic processes (English)
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1988
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Continuous-parameter stochastic processes with certain strong symmetries specified in terms of the characteristic functional are considered. It is shown that they have a representation as mixtures of standard processes, e.g. Brownian motion and bridges, and Poisson processes. Similar results are derived for certain discrete-parameter stochastic processes relating them to mixtures of Markov Chains.
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strong symmetries
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mixtures of standard processes
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mixtures of Markov Chains
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