{"title":"A class of special subordinators with nested ranges","authors":"P. Marchal","doi":"10.1214/13-AIHP595","DOIUrl":null,"url":null,"abstract":"We construct, on a single probability space, a class of regenerative sets R, indexed by all measurable functions α : [0, 1] → [0, 1]. For each function α, R, has the law of the range of a special subordinator. Constant functions correspond to stable subordinators. If α ≤ β, then R ⊂ R. Other examples of special subordinators are given in the lattice case.","PeriodicalId":7902,"journal":{"name":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","volume":"84 1","pages":"533-544"},"PeriodicalIF":1.2000,"publicationDate":"2015-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/13-AIHP595","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 8
Abstract
We construct, on a single probability space, a class of regenerative sets R, indexed by all measurable functions α : [0, 1] → [0, 1]. For each function α, R, has the law of the range of a special subordinator. Constant functions correspond to stable subordinators. If α ≤ β, then R ⊂ R. Other examples of special subordinators are given in the lattice case.
期刊介绍：
The Probability and Statistics section of the Annales de l’Institut Henri Poincaré is an international journal which publishes high quality research papers. The journal deals with all aspects of modern probability theory and mathematical statistics, as well as with their applications.
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