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Integral representations for distributions of symmetric stochastic processes
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  • Published: October 1988

Integral representations for distributions of symmetric stochastic processes

  • Paul Ressel1 

Probability Theory and Related Fields volume 79, pages 451–467 (1988)Cite this article

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Summary

Stochastic processes with certain underlying strong symmetries are characterized as mixtures of well-known “standard”-processes as for example Brownian motions and bridges, Poisson processes, and homogenous (recurrent) Markov chains. The proofs are based on an abstract integral representation for certain functions on semigroups.

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Author information

Authors and Affiliations

  1. Mathematisch-Geographische Fakultät, Katholische Universität Eichstätt, Ostenstrasse 26-28, D-8078, Eichstätt, Germany

    Paul Ressel

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  1. Paul Ressel
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Cite this article

Ressel, P. Integral representations for distributions of symmetric stochastic processes. Probab. Th. Rel. Fields 79, 451–467 (1988). https://doi.org/10.1007/BF00342235

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  • Received: 09 July 1986

  • Revised: 24 April 1988

  • Issue Date: October 1988

  • DOI: https://doi.org/10.1007/BF00342235

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Keywords

  • Markov Chain
  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • Statistical Theory
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