On subordinators, self-similar Markov processes and some factorizations of the exponential variable
From MaRDI portal
Publication:1860573
DOI10.1214/ECP.v6-1039zbMath1024.60030WikidataQ114060439 ScholiaQ114060439MaRDI QIDQ1860573
Publication date: 25 February 2003
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/123012
subordinatorinfinite divisibilityexponential functionalself-similar Markov processesexponential variable
Related Items (42)
On the minimal travel time needed to collect \(n\) items on a circle. ⋮ A transformation from Hausdorff to Stieltjes moment sequences ⋮ On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees ⋮ On powers of Stieltjes moment sequences. II ⋮ Dual representations of Laplace transforms of Brownian excursion and generalized meanders ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces ⋮ Potential theory of special subordinators and subordinate killed stable processes ⋮ Periodic P\'olya urns and an application to Young tableaux ⋮ Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization ⋮ Further studies on square-root boundaries for Bessel processes ⋮ On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator ⋮ On the self-decomposability of the Fréchet distribution ⋮ Markov processes related to the stationary measure for the open KPZ equation ⋮ On powers of the Catalan number sequence ⋮ Implicit renewal theory for exponential functionals of Lévy processes ⋮ On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes ⋮ On temporally completely monotone functions for Markov processes ⋮ On the density of exponential functionals of Lévy processes ⋮ Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes ⋮ A refined factorization of the exponential law ⋮ Moment problems related to Bernstein functions ⋮ Self-similar scaling limits of non-increasing Markov chains ⋮ On the number of jumps of random walks with a barrier ⋮ AIMD algorithms and exponential functionals ⋮ On the law of homogeneous stable functionals ⋮ On the number of segregating sites for populations with large family sizes ⋮ On some transformations between positive self-similar Markov processes ⋮ Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes ⋮ Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes ⋮ Geodesics and flows in a Poissonian city ⋮ Poisson calculus for spatial neutral to the right processes ⋮ Regenerative composition structures ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ Asymptotic laws for compositions derived from transformed subordinators ⋮ Fractional extreme distributions ⋮ Lamperti-type laws ⋮ Double hypergeometric Lévy processes and self-similarity ⋮ Self-decomposable laws from continuous branching processes ⋮ On the future infimum of positive self-similar Markov processes ⋮ Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators ⋮ Periodic Pólya urns, the density method and asymptotics of Young tableaux
This page was built for publication: On subordinators, self-similar Markov processes and some factorizations of the exponential variable
