广义普朗克分布的结构性质

Q2 Mathematics
Pakes, Anthony G.
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引用次数: 2

摘要

定义了一组广义普朗克(GP)定律,并对其结构性质进行了探索。有时受参数限制,GP定律是随机缩放的伽马定律;它是扰动版Feller均值恢复扩散的平衡定律;密度函数可以是递减的、单峰的或双峰的;它是无限可分的。本文论证了GP定律不是一个广义的卷积。在相关定律的加权版本的随机收缩下,根据不变性获得特征。GP定律是由遗传突变-选择平衡模型提出的递归得到的平衡定律的一个特例。给出了一些相关的无限可分定律。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Structural properties of generalised Planck distributions
A family of generalised Planck (GP) laws is defined and its structural properties explored. Sometimes subject to parameter restrictions, a GP law is a randomly scaled gamma law; it arises as the equilibrium law of a perturbed version of the Feller mean reverting diffusion; the density functions can be decreasing, unimodal or bimodal; it is infinitely divisible. It is argued that the GP law is not a generalised gamma convolution. Characterisations are obtained in terms of invariance under random contraction of a weighted version of a related law. The GP law is a particular instance of equilibrium laws obtained from a recursion suggested by a genetic mutation-selection balance model. Some related infinitely divisible laws are exhibited.
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来源期刊
Journal of Statistical Distributions and Applications
Journal of Statistical Distributions and Applications Decision Sciences-Statistics, Probability and Uncertainty
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审稿时长
13 weeks
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