Yuguang F. Ipsen

activity

20162019

most citedNegative Binomial Construction of Random Discrete Distributions on the Infinite Simplex

10 citations · 20 across the 5 of their papers we have counts for

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Showing 2016Show all

2 papers · 1 filter

math.PR2016★ 4 cited

Generalised Poisson-Dirichlet Distributions and the Negative Binomial Point Process

Yuguang F. Ipsen, Ross A. Maller

When $S = (S_{t})_{t \geq 0}$ is an $α$ -stable subordinator, the sequence of ordered jumps of $S$ , up till time $1$ , omitting the $r$ largest of them, and taken as proportions of their s…

math.PR2016

Functional Laws for Trimmed Levy Processes

Boris Buchmann, Yuguang F. Ipsen, Ross A. Maller

Two different ways of trimming the sample path of a stochastic process in D[0, 1]: global ("trim as you go") trimming and record time ("lookback") trimming are analysed to find con…