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Record W16040902 · doi:10.1148/radiol.2362041095

On the Relation Between The Lévy Measure And The Jump Function Of A Lévy Process

2007· article· en· W16040902 on OpenAlexfundno aff
Md. Sharif Ullah Mozumder, José Garrido

Bibliographic record

VenueRadiology · 2007
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaConcordia University
KeywordsLévy processMeasure (data warehouse)JumpMathematicsSimple (philosophy)Function (biology)Relation (database)Point processMathematical analysisApplied mathematicsStatisticsComputer sciencePhysics

Abstract

fetched live from OpenAlex

The Lévy and jump measures are two key characteristics of Lévy processes. This paper fills what seems to be a simple gap in the literature, by giving an explicit relation between the jump measure, which is a Poisson random measure, and the L´evy measure. This relation paves the way to a simple proof of the classical result on path continuity of Lévy processes in Section 2. \nThe jump function in Paul Lévy’s version of the Lévy-Khinchine formula and the Lévy measure in more recent characterizations essentially play the same role, but with different drift and Gaussian components. This point is shown in detail in Section 3, together with an explicit relation between the jump function and the Lévy measure.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.037
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.004
Threshold uncertainty score0.022

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.037
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0040.002
Science and technology studies0.0010.005
Scholarly communication0.0020.004
Open science0.0010.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0040.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.026
GPT teacher head0.221
Teacher spread0.195 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2007
Admission routes1
Has abstractyes

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