Distinguished properties of the gamma process and related topics

Details Distinguished properties of the gamma process and related topics Distinguished properties of the gamma process and related topics

2000-05-31

arxiv.org/abs/math/0005287v1

Mathematics

Probability

Prepublication du Laboratoire de Probabilites et Modeles Aleatoires, no. 575, Mars 2000

Scientific paper

We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear transformations. We also show that it is a renormalized limit of the stable processes and has an equivalent sigma-finite measure (quasi-Lebesgue) with important invariance properties. New properties of the gamma process can be applied to the Poisson-Dirichlet measures. We also emphasize the deep similarity between the gamma process and the Brownian motion. The connection of the above topics makes more transparent some old and new facts about stable and gamma processes, and the Poisson-Dirichlet measures.

Affiliated with

Also associated with

No associations

Rating

Distinguished properties of the gamma process and related topics does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Distinguished properties of the gamma process and related topics, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Distinguished properties of the gamma process and related topics will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-362417