7 citations · 11 across the 7 of their papers we have counts for
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Further examples of explicit Krein representations of certain subordinators
Catherine Donati-Martin, Marc Yor
In a previous paper, we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations…
Some explicit Krein representations of certain subordinators, including the Gamma process
Catherine Donati-Martin, Marc Yor
We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In par…
Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini theorems and symmetric projections
Giovanni Peccati, Marc Yor
We present three new identities in law for quadratic functionals of conditioned bivariate Gaussian processes. In particular, our results provide a two-parameter generalization of a…
Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions
Jean Bertoin, Bernard Roynette, Marc Yor
We describe some connections, via composition, between two functional spaces: the space of (sub)critical branching mechanisms and the space of Bernstein functions. The functions ${…
Asymptotic laws for regenerative compositions: gamma subordinators and the like
A. Gnedin, J. Pitman, M. Yor
For a random closed set obtained by exponential transformation of the closed range of a subordinator, a regenerative composit…
Where did the Brownian particle go?
Robin Pemantle, Yuval Peres, Jim Pitman +1
Consider the radial projection onto the unit sphere of the path a d-dimensional Brownian motion W, started at the center of the sphere and run for unit time. Given the occupation m…