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arXiv 1009.3544math.PR
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广义L'evy随机面积与自分解性

Generalized L/'evy Stochastic Areas and Selfdecomposability

Zbigniew J. Jurek

摘要:

我们证明了广义Lévy随机区域的条件特征函数可以看作是一个自分解分布的乘积(即,Lévy类L分布)及其背景驱动特征函数。这提供了一些贝塞尔函数的比率的随机解释以及范丹齐格类的特征函数的例子。

英文摘要:

We show that a conditional characteristic function of generalized Lévy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., Lévy class L distribution) and its background driving characteristic function. This provides a stochastic interpretation for a ratio of some Bessel functions as well as examples of characteristic functions from van Dantzig class.

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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