Infinitely Divisible Laws Associated with Hyperbolic Functions

By Jim Pitman, Marc Yor. Canadian Journal of Mathematics - Journal Canadien de Mathematiques, 2003

111 citations recorded by the source corpus.

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Combinatorial Stochastic Processes (2006, unknown): “See also [27, 375] for further developments.”
SELF‐DECOMPOSABILITY AND OPTION PRICING (2007, unknown): “Dev.) for VC By Name Name ¾ o µ ° NDays amzn 1.0742 -7.3852 -6.2111 0.4381 12 (0.1531) (7.0528) (4.7875) (0.0187) ba 0.6706 -5.8178 -5.0463 0.4076 12 (0.0615) (28.658) (33.851) (0.0168) bkx 0.2820 -11.258 -1.6672 0.4718 12 (0.0121) (0.6763) (0.4167) (0.0194) c 0.5633 -4.3202 -4.3973 0.4718 14 (0.073”
Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples (2007, background): “Oxford University Press, New York.”
On Distributional Properties of Perpetuities (2008, background): “The study of distributions solving the fixed point equation (4) and having this additional property was initiated by Pitman and Yor [21] and then continued in [15] and [16].”
Size bias for one and all (2013, background): “1An early draft of the present paper, with the title ‘Size biasing, when is the increment independent?’, has been circulated since 1998, and was cited in [72]; an update, ‘Size bias, sampling, the waiting time paradox, and infinite divisibility: when is the increment independent?’ was cited in [70, ”
Elementary fixed points of the BRW smoothing transforms with infinite number of summands (2003, background): “It is clear that the former inequality is equivalent to (27).”