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Random Gamma time
Published 22 May 2024 in math.PR | (2405.13990v1)
Abstract: We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel spaces. An appendix on modular spaces and deterministic jump processes is included.
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