Some explicit Krein representations of certain subordinators, including the Gamma process
Probability
2007-05-23 v1
Abstract
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 particular, we have obtained Krein representations of the subordinators which govern the two parameter Poisson-Dirichlet family of distributions.
Cite
@article{arxiv.math/0503254,
title = {Some explicit Krein representations of certain subordinators, including the Gamma process},
author = {Catherine Donati-Martin and Marc Yor},
journal= {arXiv preprint arXiv:math/0503254},
year = {2007}
}