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math.PR2018
Trimmed Lévy Processes and their Extremal Components
Yuguang Ipsen, Ross Maller, Sidney Resnick
We analyse a trimmed stochastic process of the form , where is a driftless subordinator on with its jumps…
math.PR2018★ 10 cited
Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex
Yuguang Fan Ipsen, Ross A. Maller
The Poisson-Kingman distributions, , on the infinite simplex, can be constructed from a Poisson point process having intensity density or by taking the ranked j…