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Notes on the gamma kernel

by Ole E. Barndorff-Nielsen
Thiele Research Reports Number 3 (May 2012)
The density function of the gamma distribution is used as shift kernel in Brownian semistationary processes modelling the timewise behaviour of the velocity in turbulent regimes. This report presents exact and asymptotic properties of the second order structure function under such a model, and relates these to results of von Karmann and Horwath. But first it is shown that the gamma kernel is interpretable as a Green's function.
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