scientific article; zbMATH DE number 3804617

zbMATH Open0509.60086MaRDI QIDQ4747348FDOQ4747348

Authors: John T. Kent 

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

infinite divisibilitysojourn timesRay-Knight theoremlocal times of Brownian motion

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (8)

• Characterization of infinitely divisible multivariate gamma distributions
• On times to quasi-stationarity for birth and death processes
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• An eigenvalue decomposition for first hitting times in random walks
• On Zeros of a System of Polynomials and Application to Sojourn Time Distributions of Birth-and-Death Processes
• On absorption times and Dirichlet eigenvalues
• On infinitely divisible multivariate gamma distributions

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