Random Gamma time
Probability
2024-05-24 v1
Abstract
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel spaces. An appendix on modular spaces and deterministic jump processes is included.
Cite
@article{arxiv.2405.13990,
title = {Random Gamma time},
author = {Jerzy Szulga},
journal= {arXiv preprint arXiv:2405.13990},
year = {2024}
}