Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129918 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
We propose and define a family of marked point processes in noncompact semisimple Lie groups. We first generate Lévy processes via marked point processes by using jump-diffusion processes. Then we build a family of Markov processes in a maximal compact subgroup of a given semisimple Lie group.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ahmed Arafat, Jorge Mateu, Pablo Gregori,