随机分布,随机仿射系统,更新过程的抽样

Christian Mazza, Didier Piau
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引用次数: 1

摘要

设F是一个向右中立的,在[0,+∞]上的随机分布函数,具有一个平稳的从属函数。我们引入了新的f的增量线性泛函,它们中的每一个都像一个随机仿射系统的唯一不动点一样分布。对于伽马次元,我们在早期工作的基础上证明了它们的密度涉及超几何函数的线性组合。我们将这些思想应用于交替更新过程的随机抽样。
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Random distributions, random affine systems, sampling of renewal processes

Let F be a neutral to the right, random distribution function on [0,+∞[, with a stationary subordinator. We introduce new linear functionals of the increments of F. Each of them is distributed like the unique fixed point of a random affine system. For gamma subordinators, we prove, building on earlier work, that their densities involve linear combinations of hypergeometric functions. We apply these ideas to the random sampling of alternating renewal processes.

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