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Pregled bibliografske jedinice broj: 260728

On the monotonicity of a function related to the local time of a symmetric Levy process

Song, Renming; Vondraček, Zoran
On the monotonicity of a function related to the local time of a symmetric Levy process // Statistics & probability letters, 76 (2006), 14; 1522-1528 doi:10.1016/j.spl.2006.03.013 (međunarodna recenzija, članak, znanstveni)

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Naslov
On the monotonicity of a function related to the local time of a symmetric Levy process

Autori
Song, Renming ; Vondraček, Zoran

Izvornik
Statistics & probability letters (0167-7152) 76 (2006), 14; 1522-1528

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Levy processes ; subordinate Brownian motion ; local time ; Bernstein function

Sažetak
Let psi be the characteristic exponent of a symmetric Levy process X. The function h(x) = 2/pi integral(infinity)(0) 1-cos(lambda x)/psi(lambda) d lambda appears in various studies on the local time of X. We study monotonicity properties of the function h. In case when X is a subordinate Brownian motion, we show that x bar right arrow h(root x) is a Bernstein function.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Projekti:
0037107

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb

Profili:

Avatar Url Zoran Vondraček (autor)

Poveznice na cjeloviti tekst rada:

doi www.sciencedirect.com

Citiraj ovu publikaciju:

Song, Renming; Vondraček, Zoran
On the monotonicity of a function related to the local time of a symmetric Levy process // Statistics & probability letters, 76 (2006), 14; 1522-1528 doi:10.1016/j.spl.2006.03.013 (međunarodna recenzija, članak, znanstveni)
Song, R. & Vondraček, Z. (2006) On the monotonicity of a function related to the local time of a symmetric Levy process. Statistics & probability letters, 76 (14), 1522-1528 doi:10.1016/j.spl.2006.03.013.
@article{article, author = {Song, Renming and Vondra\v{c}ek, Zoran}, year = {2006}, pages = {1522-1528}, DOI = {10.1016/j.spl.2006.03.013}, keywords = {Levy processes, subordinate Brownian motion, local time, Bernstein function}, journal = {Statistics and probability letters}, doi = {10.1016/j.spl.2006.03.013}, volume = {76}, number = {14}, issn = {0167-7152}, title = {On the monotonicity of a function related to the local time of a symmetric Levy process}, keyword = {Levy processes, subordinate Brownian motion, local time, Bernstein function} }
@article{article, author = {Song, Renming and Vondra\v{c}ek, Zoran}, year = {2006}, pages = {1522-1528}, DOI = {10.1016/j.spl.2006.03.013}, keywords = {Levy processes, subordinate Brownian motion, local time, Bernstein function}, journal = {Statistics and probability letters}, doi = {10.1016/j.spl.2006.03.013}, volume = {76}, number = {14}, issn = {0167-7152}, title = {On the monotonicity of a function related to the local time of a symmetric Levy process}, keyword = {Levy processes, subordinate Brownian motion, local time, Bernstein function} }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus

Uključenost u ostale bibliografske baze podataka::


  • Zentrallblatt für Mathematik/Mathematical Abstracts
  • Mathematical Reviews

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