A class of special subordinators with nested ranges
Marchal, P.
Annales de l'I.H.P. Probabilités et statistiques, Tome 51 (2015), p. 533-544 / Harvested from Numdam
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Nous construisons, sur un unique espace de probabilités, une famille d’ensembles régénératifs ℛ (α) , indexée par toutes les fonctions mesurables α:[0,1]→[0,1]. Pour une fonction donnée α, l’ensemble ℛ (α) a même loi que l’image d’un subordinateur spécial. Les fonctions constantes correspondent aux subordinateurs stables. Si α≤β, on a ℛ (α) ⊂ℛ (β) . D’autres exemples de subordinateurs spéciaux sont donnés dans le cas discret.

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

Publié le : 2015-01-01
DOI : https://doi.org/10.1214/13-AIHP595
Classification:  60G51 
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     author = {Marchal, P.},
     title = {A class of special subordinators with nested ranges},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {51},
     year = {2015},
     pages = {533-544},
     doi = {10.1214/13-AIHP595},
     mrnumber = {3335014},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2015__51_2_533_0}
}

Marchal, P. A class of special subordinators with nested ranges. Annales de l'I.H.P. Probabilités et statistiques, Tome 51 (2015) pp. 533-544. doi : 10.1214/13-AIHP595. http://gdmltest.u-ga.fr/item/AIHPB_2015__51_2_533_0/

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