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arXiv 0706.3010math.PR
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一类从属算子的拟不变性

Quasi-invariance properties of a class of subordinators

Max-K. Von Renesse, Marc Yor, Lorenzo Zambotti

摘要:

研究了一类随机过程的绝对连续性,包括伽玛过程和狄利克雷过程。我们证明了这类过程的一般非线性变换的规律局部等价于原过程的规律,并明确地计算了相应的Radon-Nikodym密度.这一工作统一和推广到随机非线性变换的伽玛和狄利克雷过程的拟不变性的几个先前的结果。

英文摘要:

We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear transformations of such processes are locally equivalent to the law of the original process and we compute explicitly the associated Radon-Nikodym densities. This work unifies and generalizes to random non-linear transformations several previous results on quasi-invariance of gamma and Dirichlet processes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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