Renyi information for ergodic diffusion processes

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dc.creatorDe Gregorio, Alessandro
dc.creatorIacus, Stefano
dc.date2007-11-12
dc.date.accessioned2026-07-07T08:42:23Z
dc.date.available2026-07-07T08:42:23Z
dc.descriptionIn this paper we derive explicit formulas of the Rényi information, Shannon entropy and Song measure for the invariant density of one dimensional ergodic diffusion processes. In particular, the diffusion models considered include the hyperbolic, the generalized inverse Gaussian, the Pearson, the exponential familiy and a new class of skew-$t$ diffusions.
dc.identifierhttps://arxiv.org/abs/0711.1789
dc.identifierhttp://arxiv.org/abs/0711.1789
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/141941
dc.subjectProbability
dc.subjectStatistics Theory
dc.titleRenyi information for ergodic diffusion processes
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