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Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
Nourdin-Peccati analysis Wiener Wiener-Poisson space general distributions
2012/3/1
Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bo...
The Space-Fractional Poisson Process
Space-fractional Poisson process Backward shift operator Discrete stable distributions Stable subordinator
2011/9/8
Abstract: In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k...
On the convergence of Le Page series in Skohorod space
stable distribution Le Page series Skohorod space Probability
2011/9/2
Abstract: We consider the problem of the convergence of the so-called Le Page series in the Skohorod space $\bbD^d=\bbD([0,1],\bbR^d)$ and provide a simple criterion based on the moments of the increm...
Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary
Markov processes Gelfand-Tsetlin graph boundary
2010/12/3
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov proc...