Entrance from \(0+\) for increasing semi-stable Markov processes (Q1611501)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entrance from \(0+\) for increasing semi-stable Markov processes |
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Entrance from \(0+\) for increasing semi-stable Markov processes (English)
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7 January 2003
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Let \((X_t)_t\) be an increasing semi-stable Markov process on the strict positive reals. \textit{J. Lampert} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 22, 205-225 (1972; Zbl 0274.60052)] gave a description via the Lévy processes. The main result here is: under a first moment condition, \(X(t)\) converges weakly to some non-degenerate limit, as the starting point converges to \(0\).
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entrance boundary
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semi-stable Markov process
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Lévy process
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subordinator
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