Onq-Gaussians and exchangeability

DOI10.1088/1751-8113/43/16/165208zbMath1201.82035arXiv0911.1176OpenAlexW2043173421MaRDI QIDQ3561015

Xin-Xin Jiang, Marjorie G. Hahn, Sabir R. Umarov

Publication date: 17 May 2010

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.1176

zbMATH Keywords

random walksBrownian motioninfinitely divisible distributionsstable distributionssums of independent random variablesfoundations of statistical mechanicsprice theory and market structure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Microeconomic theory (price theory and economic markets) (91B24) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Foundations of equilibrium statistical mechanics (82B03) Measures of information, entropy (94A17) Exchangeability for stochastic processes (60G09)

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