Some explicit Krein representations of certain subordinators, including the Gamma process

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dc.creatorDonati-Martin, Catherine
dc.creatorYor, Marc
dc.date2005-03-14
dc.date.accessioned2026-07-07T05:17:55Z
dc.date.available2026-07-07T05:17:55Z
dc.descriptionWe give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have obtained Krein representations of the subordinators which govern the two parameter Poisson-Dirichlet family of distributions.
dc.identifierhttps://arxiv.org/abs/math/0503254
dc.identifierhttp://arxiv.org/abs/math/0503254
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74480
dc.subjectProbability
dc.subject60G51, 60J55
dc.titleSome explicit Krein representations of certain subordinators, including the Gamma process
dc.typetext

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