Some remarks on special subordinators

Renming Song, Zoran Vondraček

Research output: Contribution to journalArticlepeer-review

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 languageEnglish (US)
Pages (from-to)321-337
Number of pages17
JournalRocky Mountain Journal of Mathematics
Volume40
Issue number1
DOIs
StatePublished - 2010

Keywords

  • Bernstein function
  • Log-convex function
  • Lévy measure
  • Potential density
  • Subordinator

ASJC Scopus subject areas

  • Mathematics(all)

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