On the Markov-Krein identity and quasi-invariance of the gamma process

DOI10.1023/B:JOTH.0000024611.30457.a8zbMath1069.60046OpenAlexW2101210476MaRDI QIDQ1781361

Marc Yor, Anatoly M. Vershik, Natalia V. Tsilevich

Publication date: 24 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:joth.0000024611.30457.a8

zbMATH Keywords

Dirichlet process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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