Exercises in Probability
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Publication:4821336
DOI10.1017/CBO9780511610813zbMath1065.60001OpenAlexW4302549977MaRDI QIDQ4821336
Publication date: 13 October 2004
Full work available at URL: https://doi.org/10.1017/cbo9780511610813
Problem books (00A07) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Related Items (38)
Exchanging the order of two operations on sigma-fields ⋮ Unimodality of Hitting Times for Stable Processes ⋮ A Lamperti-type representation of continuous-state branching processes with immigration ⋮ Size-biased permutation of a finite sequence with independent and identically distributed terms ⋮ On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory ⋮ Intertwining certain fractional derivatives ⋮ Limit distributions for large Pólya urns ⋮ On the local times of noise reinforced Bessel processes ⋮ On temporally completely monotone functions for Markov processes ⋮ Further examples of GGC and HCM densities ⋮ Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion ⋮ From Sturm-Liouville problems to fractional and anomalous diffusions ⋮ On the fractional counterpart of the higher-order equations ⋮ Ergodicity and stability of the conditional distributions of nondegenerate Markov chains ⋮ Dirichlet mean identities and laws of a class of subordinators ⋮ Quantile clocks ⋮ On One Property of Symmetrized Distributions ⋮ The characteristic polynomial of a random unitary matrix: a probabilistic approach ⋮ Infinite divisibility of interpolated gamma powers ⋮ Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. ⋮ Harnesses, Lévy bridges and Monsieur Jourdain ⋮ Bessel processes and hyperbolic Brownian motions stopped at different random times ⋮ Regularizing mappings of Lévy measures ⋮ A parallel between Brownian bridges and gamma bridges ⋮ Some new examples of Markov processes which enjoy the time-inversion property ⋮ On generalized stable and related laws ⋮ On free and classical type \(G\) distributions ⋮ Lamperti-type laws ⋮ Multiplicative strong unimodality for positive stable laws ⋮ Self-decomposable laws from continuous branching processes ⋮ Stick-breaking representation and computation for normalized generalized gamma processes ⋮ A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling ⋮ Constructing Self-Similar Martingales via Two Skorokhod Embeddings ⋮ On the reduction of a random basis ⋮ Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators ⋮ Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process ⋮ Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups ⋮ On simulation and properties of the stable law
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