On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (Q373531): Difference between revisions
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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)]. | |||
Property / review text: 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)]. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Sophia L. Kalpazidou / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6216080 / rank | |||
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Property / zbMATH Keywords | |||
inverse local time | |||
Property / zbMATH Keywords: inverse local time / rank | |||
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Mellin transform | |||
Property / zbMATH Keywords: Mellin transform / rank | |||
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multiplicative infinite divisibility | |||
Property / zbMATH Keywords: multiplicative infinite divisibility / rank | |||
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Revision as of 10:02, 29 June 2023
scientific article
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English | On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator |
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On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (English)
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17 October 2013
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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)].
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inverse local time
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Mellin transform
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multiplicative infinite divisibility
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