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math.PR2007★ 2 cited
Weakly infinitely divisible measures on some locally compact Abelian groups
Matyas Barczy, Gyula Pap
On the torus group, on the group of p-adic integers and on the p-adic solenoid, we give a construction of an arbitrary weakly infinitely divisible probability measure using a rando…
math.PR2007★ 9 cited
Poisson limit of an inhomogeneous nearly critical INAR(1) model
László Györfi, Márton Ispány, Gyula Pap +1
An inhomogeneous first--order integer--valued autoregressive (INAR(1)) process is investigated, where the autoregressive type coefficient slowly converges to one. It is shown that…
math.PR2005
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes
Matyas Barczy, Gyula Pap
First we give a construction of bridges derived from a general Markov process using only its transition densities. We give sufficient conditions for their existence and uniqueness…