A recursive method for functionals of Poisson processes

zbMath1008.60067MaRDI QIDQ701660

Dragan Banjevic, Hemant Ishwaran, Mahmoud Zarepour

Publication date: 28 November 2002

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

Dirichlet processconvex hullsgamma processextremes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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