Algebraic properties of beta and gamma distributions, and applications
From MaRDI portal
Publication:1271149
DOI10.1006/aama.1997.0576zbMath0915.62006OpenAlexW2121645996MaRDI QIDQ1271149
Publication date: 15 June 1999
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/aama.1997.0576
Markov chainsbeta distributionsstochastic difference equationsgamma distributionstime series with random coefficients
Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10)
Related Items (23)
Some new facts concerning the delta neutral case of Fox's \(H\) function ⋮ A new factorization property of the selfdecomposable probability measures. ⋮ Rare Event Simulation Using Reversible Shaking Transformations ⋮ Characterizations of the Beta Distribution ⋮ Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes ⋮ Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes ⋮ On beta distributed limits of iterated linear random functions ⋮ Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes ⋮ Maximum agreement subtrees and Hölder homeomorphisms between Brownian trees ⋮ NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS ⋮ Some specific density functions of aggregated discounted claims with dependent risks ⋮ The Beta Product Distribution with Complex Parameters ⋮ Fractional Moments of Solutions to Stochastic Recurrence Equations ⋮ Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution ⋮ A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits ⋮ On a class of distributions on the simplex ⋮ Products of double gamma, gamma and beta distributions ⋮ Exact inference for random Dirichlet means ⋮ Multitude of beta distributions with applications ⋮ On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)\) and properties of Mittag-Leffler distributions] ⋮ Effect of neuromodulation of short-term plasticity on information processing in hippocampal interneuron synapses ⋮ Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion ⋮ Random difference equations with logarithmic distribution and the triggered shot noise
Cites Work
- Unnamed Item
- Unnamed Item
- Implicit renewal theory and tails of solutions of random equations
- Explicit stationary distributions for compositions of random functions and products of random matrices
- Integral transforms and their applications. 2nd ed
- On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)\) and a property of gamma distributions]
- A case of a random difference equation connected with a filtered binary process
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- Perpetuities with thin tails
- A Characterization of the Gamma Distribution
This page was built for publication: Algebraic properties of beta and gamma distributions, and applications
