LIBROS DEL AUTOR: bronius grigelionis

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  • Student’s t-Distribution and Related Stochastic Processes
    Bronius Grigelionis
    This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student’s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordi...
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