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

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)].