Some remarks on special subordinators

DOI10.1216/RMJ-2010-40-1-321MaRDI QIDQ968592zbMATH OpenOpenAlexFDO

Authors Renming Song, Zoran Vondraček

Publication date 5 May 2010

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1216/rmj-2010-40-1-321

zbMATH Keywords

Bernstein functionlog-convex functionLévy measurepotential densitysubordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)

Review text

A subordinator is called \textit{special} if the restriction of its potential measure to \((0, \infty)\) has a decreasing density with respect to the Lebesgue measure. In the article, the following questions are investigated: what type of measures \(\mu\) on \((0, \infty)\) can arise as Lévy measures of special subordinators, and what type of functions \(u: (0, \infty) \to [0, \infty)\) can arise as potential densities of special subordinators. As an application of the main result, examples of potential densities of subordinators are given, which are constant to the right of a positive number.

Recommendations

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Cited in

(4)

• A class of special subordinators with nested ranges
• A limit theorem for local time and application to random sets
• Double hypergeometric Lévy processes and self-similarity
• (Non)Differentiability and asymptotics for potential densities of subordinators

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