Integral representations for distributions of symmetric stochastic processes
type: Item
instance of: scholarly article
title: Integral representations for distributions of symmetric stochastic processes
zbMATH Open document ID: 0655.60032
DOI: 10.1007/BF00342235
author: Paul Ressel
publication date: 1988-01-01T00:00:00Z
review text: 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.
reviewed by: E.McKenzie
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 4069934
zbMATH Keywords: strong symmetries
zbMATH Keywords: mixtures of standard processes
zbMATH Keywords: mixtures of Markov Chains
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4069934