The monotone Poisson process

• Autorzy: Alexander C. R. Belton
• Języki publikacji: EN

Abstrakty

EN

The coefficients of the moments of the monotone Poisson law are shown to be a type of Stirling number of the first kind; certain combinatorial identities relating to these numbers are proved and a new derivation of the Cauchy transform of this law is given. An investigation is begun into the classical Azéma-type martingale which corresponds to the compensated monotone Poisson process; it is shown to have the chaotic-representation property and its sample paths are described.

Kategorie tematyczne

• 81S25: Quantum stochastic calculus
• 46L53: Noncommutative probability and statistics
• 11B73: Bell and Stirling numbers
• 60G44: Martingales with continuous parameter

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2006
• Tom: 73
• Numer: 1
• Strony: 99-115

Daty

wydano

2006

Twórcy

autor

Alexander C. R. Belton

• Institut Girard Desargues, Université Claude Bernard Lyon 1, 43 avenue du 11 novembre 1918, Villeurbanne 69622 Cedex, France

Identyfikatory

DOI

10.4064/bc73-0-6