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A family of Markov processes in maximal compact subgroups of a semisimple Lie groups

dc.contributor.authorArafat, Ahmed
dc.contributor.authorMateu, Jorge
dc.contributor.authorGregori, Pablo
dc.date.accessioned2017-06-07T15:40:59Z
dc.date.available2017-06-07T15:40:59Z
dc.date.issued2017
dc.identifier.citationARAFAT, Ahmed; MATEU, Jorge; GREGORI, Pablo. A family of Markov processes in maximal compact subgroups of a semisimple Lie groups. Statistics & Probability Letters, 2017, vol. 126, p. 132-138ca_CA
dc.identifier.issn0167-7152
dc.identifier.urihttp://hdl.handle.net/10234/167922
dc.description.abstractWe propose and define a family of marked point processes in noncompact semisimple Lie groups. We first generate Lévy processes via marked point processes by using jump–diffusion processes. Then we build a family of Markov processes in a maximal compact subgroup of a given semisimple Lie group.ca_CA
dc.format.extent7 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherElsevierca_CA
dc.relation.isPartOfStatistics & Probability Letters, 2017, vol. 126ca_CA
dc.rights© 2017 Elsevier B.V. All rights reserved.ca_CA
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/*
dc.subjectLévy processesca_CA
dc.subjectLie groupsca_CA
dc.subjectMarked point processesca_CA
dc.subjectMartingale measuresca_CA
dc.titleA family of Markov processes in maximal compact subgroups of a semisimple Lie groupsca_CA
dc.typeinfo:eu-repo/semantics/articleca_CA
dc.identifier.doihttps://doi.org/10.1016/j.spl.2017.03.004
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccessca_CA
dc.relation.publisherVersionhttp://www.sciencedirect.com/science/article/pii/S0167715215303758ca_CA
dc.type.versioninfo:eu-repo/semantics/publishedVersion


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