کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156120 958802 2009 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Tree structured independence for exponential Brownian functionals
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Tree structured independence for exponential Brownian functionals
چکیده انگلیسی

The product of GIG and gamma distributions is preserved under the transformation (x,y)↦((x+y)−1,x−1−(x+y)−1)(x,y)↦((x+y)−1,x−1−(x+y)−1). It is also known that this independence property may be reformulated and extended to an analogous property on trees. The purpose of this article is to show the independence property on trees, which was originally derived outside the framework of stochastic processes, in terms of a family of exponential Brownian functionals.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 10, October 2009, Pages 3798–3815
نویسندگان
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