Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
LF James, B Roynette, M Yor - 2008 - projecteuclid.org
In Section 1, we present a number of classical results concerning the Generalized Gamma
Convolution (: GGC) variables, their Wiener-Gamma representations, and relation with the …
Convolution (: GGC) variables, their Wiener-Gamma representations, and relation with the …
Dirichlet mean identities and laws of a class of subordinators
LF James - 2010 - projecteuclid.org
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 …
Dirichlet means. However, there is not much information on interrelationships between …
A stochastic equation for the law of the random Dirichlet variance
This paper shows some new results concerning the law of the random variance V of a
Dirichlet process P, expressed as the solution of a stochastic equation involving the squared …
Dirichlet process P, expressed as the solution of a stochastic equation involving the squared …
New Dirichlet mean identities
LF James - arxiv preprint arxiv:0708.0614, 2007 - arxiv.org
An important line of research is the investigation of the laws of random variables known as
Dirichlet means as discussed in Cifarelli and Regazzini (1990). However there is not much …
Dirichlet means as discussed in Cifarelli and Regazzini (1990). However there is not much …
[PDF][PDF] Moment-based approximations for the law of functionals of Dirichlet processes
The paper deals with the approximation of the law of a random functional of a Dirichlet
process using a finite number of its moments. In particular, three classes of approximation …
process using a finite number of its moments. In particular, three classes of approximation …
[PDF][PDF] Curriculum vitae et studiorum
P Accademica - Challenge, 2014 - scienzeumane.univaq.it
1. Passaggio di settore scientifico disciplinare in M-FIL/03-Filosofia morale dal 1 ottobre
2019 con DRN 942/2019 del 17.09. 2019 (prot. 47308 del 23.09. 2019) 2. Vincitore del …
2019 con DRN 942/2019 del 17.09. 2019 (prot. 47308 del 23.09. 2019) 2. Vincitore del …