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Thread: A bit of a technical request

  1. #1 A bit of a technical request 
    Forum Professor river_rat's Avatar
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    Has anybody ever seen the derivation of the infinitesimal generator for a Bridged Gamma Process? I'm at a bit of a loss calculating that...


    As is often the case with technical subjects we are presented with an unfortunate choice: an explanation that is accurate but incomprehensible, or comprehensible but wrong.
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    Forum Radioactive Isotope cosmictraveler's Avatar
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    You mean this....

    http://www.google.com/url?sa=t&rct=j...41018144,d.eWU


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  4. #3  
    Forum Professor river_rat's Avatar
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    Hi cosmictraveler

    Thanks for the link but that is for a variance-gamma process. A bridged gamma process is something different - bridging is when you fix the start and end point of the process and then let it evolve randomly (rather crude explanation so don't hold me to it)
    As is often the case with technical subjects we are presented with an unfortunate choice: an explanation that is accurate but incomprehensible, or comprehensible but wrong.
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  5. #4  
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    Can any of this be used to consistently win playing roulette? jocular
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  6. #5  
    Forum Professor river_rat's Avatar
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    lol, no jocular - its for a curve following problem with stochastic control I am working on for work.
    As is often the case with technical subjects we are presented with an unfortunate choice: an explanation that is accurate but incomprehensible, or comprehensible but wrong.
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