Quasi-invariance of the gamma process and multiplicative properties of the Poisson-Dirichlet measures

DOI10.1016/S0764-4442(99)80482-0zbMath0938.60040OpenAlexW2045771933MaRDI QIDQ4267695

Natalia V. Tsilevich, Anatoly M. Vershik

Publication date: 7 June 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80482-0

zbMATH Keywords

Lévy processesgamma processesquasi-invariancePoisson-Dirichlet measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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OPERATORS OF GAMMA WHITE NOISE CALCULUS ⋮ A Simple Stochastic Rate Model for Rate Equity Hybrid Products ⋮ A Mecke-type characterization of the Dirichlet-Ferguson measure ⋮ Spectral properties for a class of continuous state branching processes with immigration. ⋮ Measure preserving transformations of multidimensional stable Lévy processes ⋮ Measure preserving transformations of jump Lévy processes ⋮ Nonsingular transformations of symmetric Lévy processes ⋮ Gamma-Dirichlet algebra and applications ⋮ A parallel between Brownian bridges and gamma bridges ⋮ An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process ⋮ Quasi-invariant measures and their characterization by conditional probabilities ⋮ The invariant and quasi-invariant transformations of the stable Lévy processes ⋮ Some explicit Krein representations of certain subordinators, including the gamma process ⋮ Invariant measures for the continual Cartan subgroup

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