Lamperti-type laws

DOI10.1214/09-AAP660zbMath1204.60024arXiv0708.0618MaRDI QIDQ990380

Lancelot F. James

Publication date: 1 September 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0618

zbMATH Keywords

Mittag-Leffler functionBessel bridgesPoisson-Dirichlet distributionsGalton Watson limitshyperbolic characteristic functionstable continuous state branching processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Exchangeability for stochastic processes (60G09)

Related Items (16)

Conditional formulae for Gibbs-type exchangeable random partitions ⋮ The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula ⋮ Alternative forms of compound fractional Poisson processes ⋮ Occupation time of a renewal process coupled to a discrete Markov chain ⋮ Further examples of GGC and HCM densities ⋮ The Prabhakar or three parameter Mittag-Leffler function: theory and application ⋮ From Sturm-Liouville problems to fractional and anomalous diffusions ⋮ On the fractional counterpart of the higher-order equations ⋮ Dirichlet mean identities and laws of a class of subordinators ⋮ Quantile clocks ⋮ Some properties of stationary continuous state branching processes ⋮ Prabhakar Lévy processes ⋮ Bessel processes and hyperbolic Brownian motions stopped at different random times ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators ⋮ On simulation and properties of the stable law

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