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On a generalization of gamma processes

Published online by Cambridge University Press:  14 July 2016

Erhan Çinlar
Erhan Çinlar*
Affiliation:
Northwestern University
*
∗ Postal address: Technological Institute, Room 1744, Northwestern University, Evanston IL 60201, U.S.A.
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Abstract

We introduce a class of increasing processes with independent increments that reduce to gamma processes under the further condition of stationarity. Each such process can be reduced to a simple gamma process by a stochastic integral transformation. Applications to deformation laws of materials such as concrete are mentioned.

Keywords

GAMMA PROCESSESSTOCHASTIC TRANSFORMATIONSPROBABILITY LAWS FOR DEFORMATION OF MATERIALS

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 17 , Issue 2 , June 1980 , pp. 467 - 480
Copyright
Copyright © Applied Probability Trust 1980 

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Footnotes

Research supported by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant No. AFOSR–74–2733.

References

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