On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (Q373531): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1309.7801 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5520081 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On powers of Stieltjes moment sequences, I / rank
 
Normal rank
Property / cites work
 
Property / cites work: On powers of Stieltjes moment sequences. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: A transformation from Hausdorff to Stieltjes moment sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications de la théorie spectral des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi. (Applications of the spectral theory of vibrating strings to principal additive functionals of a reflected Brownian motion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4941947 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3154968 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On subordinators, self-similar Markov processes and some factorizations of the exponential variable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential functionals of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Supersymmetric quantum mechanics with Lévy disorder in one dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some explicit Krein representations of certain subordinators, including the gamma process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Further examples of explicit Krein representations of certain subordinators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040884 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Familles d'opérateurs potentiels / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur une famille sous-ordonnée au noyau de convolution de Hunt donné / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3667724 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959913 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On sojourn times, excursions and spectral measures connected with quasidiffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3357227 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetric Stable Processes as Traces of Degenerate Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4349249 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4884626 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4299587543 / rank
 
Normal rank

Latest revision as of 08:36, 30 July 2024

scientific article
Language Label Description Also known as
English
On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
scientific article

    Statements

    On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (English)
    0 references
    0 references
    0 references
    0 references
    17 October 2013
    0 references
    The authors consider a subordinator, whose Laplace-Bernstein exponent is \(\phi\not\equiv 0\). By introducing the local time at \(0\) for some one-dimensional diffusion, they provide a study of the Mellin transforms on the perpetuity and the remainder variables associated to a subordinator, following the previous approach of \textit{J. Bertoin} and \textit{M. Yor} [Electron. Commun. Probab. 6, Paper No. 10, 95--106 (2001; Zbl 1024.60030)]. In Section 2, the Mellin transforms are introduced. In Section 3, the infinite divisibility of a certain random variable is shown along with the corresponding consequences. Section 4 deals with examples, while Section 5 deals with the main results of \textit{K. Urbanik} [Probab. Math. Stat. 15, 493--513 (1995; Zbl 0852.60015)].
    0 references
    inverse local time
    0 references
    Mellin transform
    0 references
    multiplicative infinite divisibility
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers