Some remarks on special subordinators (CROSBI ID 133335)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Song, Renming ; Vondraček, Zoran
engleski
Some remarks on special subordinators
A subordinator is called special if the restriction of its potential measure to $(0, \infty)$ has a decreasing density with respect to Lebesgue measure. In this note we investigate what type of measures $\mu$ on $(0, \infty)$ can arise as Levy 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, we give examples of potential densities of subordinators which are constant to the right of a positive number.
subordinator ; potential density ; Levy measure ; Bernstein function ; log-convex function
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Podaci o izdanju
40 (1)
2010.
321-337
objavljeno
0035-7596
1945-3795
10.1216/RMJ-2010-40-1-321