Abstract
A subordinator is called special if the restriction of its potential measure to (0, ∞) has a decreasing density with respect to the Lebesgue measure. In this note we investigate what type of measures μ on (0, ∞) can arise as Levy measures of special subordinators and what type of functions u : (0, ∞) → [0, ∞) 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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 321-337 |
| Number of pages | 17 |
| Journal | Rocky Mountain Journal of Mathematics |
| Volume | 40 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2010 |
Keywords
- Bernstein function
- Log-convex function
- Lévy measure
- Potential density
- Subordinator
ASJC Scopus subject areas
- General Mathematics