On a connection between the non-central \(\chi ^ 2\) distribution and Bessel diffusions

DOI10.1016/0167-7152(90)90076-JzbMath0703.62016MaRDI QIDQ916237

Ravi Chari

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

decompositionsnoncentral chi-square distributionBessel diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Bessel diffusions as a one-parameter family of diffusion processes
• Unnamed Item

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