A class of special subordinators with nested ranges

被引：1

作者：

Marchal, P. ^{[1
]}

机构：

[1] Univ Paris 13, Sorbonne Paris Cite, CNRS, LAGA,UMR 7539, F-93430 Villetaneuse, France

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2015年 / 51卷 / 02期

关键词：

Regenerative set; Subordinator; Bernstein function; SETS; INTERVALS;

D O I：

10.1214/13-AIHP595

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We construct, on a single probability space, a class of regenerative sets R-(alpha), indexed by all measurable functions alpha : [0, 1] -> [0, 1]. For each function alpha, R-(alpha), has the law of the range of a special subordinator. Constant functions correspond to stable subordinators. If alpha <= beta, then R-(alpha) subset of R-(beta). Other examples of special subordinators are given in the lattice case.

引用

页码：533 / 544

页数：12

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