Bessel and Volatility-Stabilized Processes
نویسنده
چکیده
Bessel and Volatility-Stabilized Processes
منابع مشابه
A Passage to the Poisson-dirichlet through the Bessel Square Processes
This principal result in this article is that every Poisson-Dirichlet distribution PD(0, θ) is an asymptotically invariant distribution for a growing collection of independent Bessel square processes of dimension zero divided by their total sum, under the condition that the sum total of their initial values grows to infinity in probability. Implications in several areas of Probability theory ha...
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