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Dirichlet mean identities and laws of a class of subordinators
beta–gamma algebra Dirichlet means and processes exponential tilting
2010/10/19
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet ...
Subclasses of Goldie-Steutel-Bondesson class of infinitely divisible distributions on Rd by Υ-mapping
innitely divisible distribution Levy measure mixture of exponential distribution Upsilon mapping stochastic integral of Levy process
2009/6/12
Bondesson (1981) studied the class of generalized convolutions of mixtures of exponential distributions on R = (0), which is the smallest class that contains all mixtures of exponential distributions ...
A simple proof of the Poincare inequality for a large class of probability measures
proof Poincare inequality probability measures
2009/3/19
Abstract. We give a simple and direct proof of the existence of a spectral gap under some Lyapunov type condition which is satisfied in particular by log-concave probability measures on Rn. The pro...