Class information for:
Level 1: MATSUMOTO YOR PROPERTY//BOUGEROLS IDENTITY//EXPONENTIAL BROWNIAN FUNCTIONALS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
19884 485 18.9 36%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
15 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 719832
383 3       STATISTICS & PROBABILITY//ANNALS OF PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS 31557
499 2             FRACTIONAL BROWNIAN MOTION//ANNALS OF PROBABILITY//LOCAL TIME 15343
19884 1                   MATSUMOTO YOR PROPERTY//BOUGEROLS IDENTITY//EXPONENTIAL BROWNIAN FUNCTIONALS 485

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 MATSUMOTO YOR PROPERTY authKW 572348 2% 91% 10
2 BOUGEROLS IDENTITY authKW 377751 1% 100% 6
3 EXPONENTIAL BROWNIAN FUNCTIONALS authKW 262325 1% 83% 5
4 EXIT TIME FROM A CONE authKW 251834 1% 100% 4
5 HARTMAN WATSON DISTRIBUTION authKW 251834 1% 100% 4
6 HYPERBOLIC BROWNIAN MOTION authKW 251830 1% 67% 6
7 BESSEL PROCESS authKW 250756 6% 15% 27
8 ASIAN OPTIONS authKW 225681 5% 16% 22
9 PLANAR BROWNIAN MOTION authKW 205657 1% 47% 7
10 ANNUITY CERTAIN authKW 188875 1% 100% 3

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Statistics & Probability 19304 48% 0% 235
2 Social Sciences, Mathematical Methods 2206 8% 0% 41
3 Mathematics 1812 27% 0% 132
4 Physics, Mathematical 669 11% 0% 53
5 Mathematics, Interdisciplinary Applications 613 8% 0% 41
6 Economics 340 10% 0% 48
7 Mathematics, Applied 190 9% 0% 44
8 Business, Finance 113 2% 0% 12
9 Physics, Multidisciplinary 23 5% 0% 24
10 Physics, Fluids & Plasmas 6 1% 0% 7

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 UNITE MIXTE RECH CNRS PARIS SUD 125917 0% 100% 2
2 PROBABIL 106363 5% 7% 23
3 PROBABIL STAT GRP 80943 1% 43% 3
4 WYDZIAL MATEMAT NAUK INFORMACYJNYCH 67053 1% 15% 7
5 PROBABIL MODELES ALEATOI 66986 5% 4% 24
6 DIPARTIMENTO STAT PROB STAT PLICATE 62958 0% 100% 1
7 INT EARTHQUAKE PRODICT THEORY MATH GEOPHYS 62958 0% 100% 1
8 LPMAUMR7599 62958 0% 100% 1
9 MATH MODELISAT DEVRY LAMME 62958 0% 100% 1
10 MICROBIOL GENET MOL UMR 5100 62958 0% 100% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 INSURANCE MATHEMATICS & ECONOMICS 32109 7% 2% 33
2 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 10046 3% 1% 14
3 ADVANCES IN APPLIED PROBABILITY 9389 4% 1% 17
4 ANNALS OF PROBABILITY 8629 4% 1% 21
5 STATISTICS & PROBABILITY LETTERS 6759 6% 0% 28
6 REVISTA MATEMATICA IBEROAMERICANA 5307 2% 1% 8
7 PROBABILITY THEORY AND RELATED FIELDS 5287 3% 1% 14
8 STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA 5145 1% 1% 7
9 BERNOULLI 4330 2% 1% 9
10 ESAIM-PROBABILITY AND STATISTICS 4315 1% 2% 4

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 MATSUMOTO YOR PROPERTY 572348 2% 91% 10 Search MATSUMOTO+YOR+PROPERTY Search MATSUMOTO+YOR+PROPERTY
2 BOUGEROLS IDENTITY 377751 1% 100% 6 Search BOUGEROLS+IDENTITY Search BOUGEROLS+IDENTITY
3 EXPONENTIAL BROWNIAN FUNCTIONALS 262325 1% 83% 5 Search EXPONENTIAL+BROWNIAN+FUNCTIONALS Search EXPONENTIAL+BROWNIAN+FUNCTIONALS
4 EXIT TIME FROM A CONE 251834 1% 100% 4 Search EXIT+TIME+FROM+A+CONE Search EXIT+TIME+FROM+A+CONE
5 HARTMAN WATSON DISTRIBUTION 251834 1% 100% 4 Search HARTMAN+WATSON+DISTRIBUTION Search HARTMAN+WATSON+DISTRIBUTION
6 HYPERBOLIC BROWNIAN MOTION 251830 1% 67% 6 Search HYPERBOLIC+BROWNIAN+MOTION Search HYPERBOLIC+BROWNIAN+MOTION
7 BESSEL PROCESS 250756 6% 15% 27 Search BESSEL+PROCESS Search BESSEL+PROCESS
8 ASIAN OPTIONS 225681 5% 16% 22 Search ASIAN+OPTIONS Search ASIAN+OPTIONS
9 PLANAR BROWNIAN MOTION 205657 1% 47% 7 Search PLANAR+BROWNIAN+MOTION Search PLANAR+BROWNIAN+MOTION
10 ANNUITY CERTAIN 188875 1% 100% 3 Search ANNUITY+CERTAIN Search ANNUITY+CERTAIN

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 MATSUMOTO, H , WESOLOWSKI, J , WITKOWSKI, P , (2009) TREE STRUCTURED INDEPENDENCE FOR EXPONENTIAL BROWNIAN FUNCTIONALS.STOCHASTIC PROCESSES AND THEIR APPLICATIONS. VOL. 119. ISSUE 10. P. 3798 -3815 16 100% 0
2 WESOLOWSKI, J , (2015) ON THE MATSUMOTO-YOR TYPE REGRESSION CHARACTERIZATION OF THE GAMMA AND KUMMER DISTRIBUTIONS.STATISTICS & PROBABILITY LETTERS. VOL. 107. ISSUE . P. 145 -149 13 100% 1
3 VAKEROUDIS, S , (2015) ON THE WINDINGS OF COMPLEX-VALUED ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A BROWNIAN MOTION AND BY A STABLE PROCESS.STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS. VOL. 87. ISSUE 5. P. 766 -793 17 74% 0
4 PILISZEK, A , WESOLOWSKI, J , (2016) KUMMER AND GAMMA LAWS THROUGH INDEPENDENCES ON TREES-ANOTHER PARALLEL WITH THE MATSUMOTO-YOR PROPERTY.JOURNAL OF MULTIVARIATE ANALYSIS. VOL. 152. ISSUE . P. 15 -27 14 88% 0
5 HARIYA, Y , YOR, M , (2004) LIMITING DISTRIBUTIONS ASSOCIATED WITH MOMENTS OF EXPONENTIAL BROWNIAN FUNCTIONALS.STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA. VOL. 41. ISSUE 2. P. 193 -242 15 100% 3
6 MATSUMOTO, H , YOR, M , (2003) ON DUFRESNE'S RELATION BETWEEN THE PROBABILITY LAWS OF EXPONENTIAL FUNCTIONALS OF BROWNIAN MOTIONS WITH DIFFERENT DRIFTS.ADVANCES IN APPLIED PROBABILITY. VOL. 35. ISSUE 1. P. 184 -206 16 94% 8
7 BOBECKA, K , (2015) THE MATSUMOTO-YOR PROPERTY ON TREES FOR MATRIX VARIATES OF DIFFERENT DIMENSIONS.JOURNAL OF MULTIVARIATE ANALYSIS. VOL. 141. ISSUE . P. 22 -34 11 92% 2
8 JAKUBOWSKI, J , WISNIEWOLSKI, M , (2013) ON SOME BROWNIAN FUNCTIONALS AND THEIR APPLICATIONS TO MOMENTS IN THE LOGNORMAL STOCHASTIC VOLATILITY MODEL.STUDIA MATHEMATICA. VOL. 219. ISSUE 3. P. 201-224 11 92% 1
9 HAMMER, Y , KANTOR, Y , (2016) WINDING ANGLES OF LONG LATTICE WALKS.JOURNAL OF CHEMICAL PHYSICS. VOL. 145. ISSUE 1. P. - 13 68% 0
10 VAKEROUDIS, S , (2012) ON HITTING TIMES OF THE WINDING PROCESSES OF PLANAR BROWNIAN MOTION AND OF ORNSTEIN-UHLENBECK PROCESSES VIA BOUGEROL'S IDENTITY.THEORY OF PROBABILITY AND ITS APPLICATIONS. VOL. 56. ISSUE 3. P. 485 -507 12 80% 1

Classes with closest relation at Level 1


Rank Class id link
1 7281 BRANCHING RANDOM WALK//CONTINUUM RANDOM TREE//BROWNIAN EXCURSION
2 21686 SKEW BROWNIAN MOTION//SCENERY RECONSTRUCTION//STOCHASTIC FLOWS OF KERNELS
3 22169 SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS//SKOROKHOD EMBEDDING
4 22234 NATURAL EXPONENTIAL FAMILY//VARIANCE FUNCTION//RIESZ DISTRIBUTION
5 10493 LOCAL TIME//INTERSECTION LOCAL TIME//SELF INTERSECTION LOCAL TIME
6 25853 EXCITED RANDOM WALK//REINFORCED RANDOM WALK//SELF INTERACTING RANDOM WALK
7 16362 ONE SIDED EXIT PROBLEM//UMR C5626//ONE SIDED BARRIER PROBLEM
8 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY
9 24058 ALGEBRAIC ENTROPY//ALGEBRAIC ACTION//MEAN DIMENSION
10 2296 RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION

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