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A note on the multivariate local time intensity of exchangeable interval partitions

Author

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  • Elalaoui-Talibi, Hussain
  • Casukhela, Kameswarrao S.

Abstract

Consider an exchangeable interval partition [Xi] of [0,1] with associated local time [xi]. We give a precise description of the set where the intensity measure E[xi]n, n[greater-or-equal, slanted]2, admits a continuous density. We also examine to what extent that set exhausts the continuity points of the density.

Suggested Citation

  • Elalaoui-Talibi, Hussain & Casukhela, Kameswarrao S., 2000. "A note on the multivariate local time intensity of exchangeable interval partitions," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 269-273, July.
    • Handle: RePEc:eee:stapro:v:48:y:2000:i:3:p:269-273
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