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Stationary distributions for a class of generalized Fleming-Viot processes
generalized Fleming-Viot process measure-valued branching process stable random measure
2012/5/9
We identify stationary distributions of generalized Fleming-Viot processes with jump mechanisms specified by certain beta laws together with a parameter measure. Each of these distributions is obtaine...
A generalized Isserlis theorem for location mixtures of Gaussian random vectors
Isserlis theorem normal-variance mixture generalized hyperbolic distribution
2011/9/2
Abstract: In a recent paper, Michalowicz et al. provide an extension of Isserlis theorem to the case of a Bernoulli location mixture of a Gaussian vector. We extend here this result to the case of any...
Markov processes and generalized Schroedinger equations
Markov processes Stochastic mechanics Doob transformation
2011/8/26
Abstract: Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are f...
Generalized L/'evy Stochastic Areas and Selfdecomposability
Bessel functions I and J L´ evy’s stochas-tic areas selfdecomposability property
2010/12/8
We show that a conditional characteristic function of gener-alized L´evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L´evy class L distribution) and ...
Generalized Central Limit Theorem and Renormalization Group
Central Limit Theorems Stable Distributions Characteristic Functions
2010/12/7
We introduce a simple instance of the renormalization group transformation in the Banach space of probability densities. By changing the scaling of the renormalized variables we obtain, as fixed point...