由泊松下属指导的对数lsamvy过程

IF 0.7 Q3 STATISTICS & PROBABILITY
Penka Mayster, Assen Tchorbadjieff
{"title":"由泊松下属指导的对数lsamvy过程","authors":"Penka Mayster, Assen Tchorbadjieff","doi":"10.15559/19-VMSTA142","DOIUrl":null,"url":null,"abstract":"Let $\\{L(t),t\\geq 0\\}$ be a L\\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\\'{e}vy measure of this process. We also define two subordinated processes. The first one, $Y(t)$, is a Negative-Binomial process $X(t)$ directed by Gamma process. The second process, $Z(t)$, is a Logarithmic L\\'{e}vy process $L(t)$ directed by Poisson process. For them, we prove that the Bernstein functions of the processes $L(t)$ and $Y(t)$ contain the iterated logarithmic function. In addition, the L\\'{e}vy measure of the subordinated process $Z(t)$ is a shifted L\\'{e}vy measure of the Negative-Binomial process $X(t)$. We compare the properties of these processes, knowing that the total masses of corresponding L\\'{e}vy measures are equal.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"32 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2019-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Logarithmic Lévy process directed by Poisson subordinator\",\"authors\":\"Penka Mayster, Assen Tchorbadjieff\",\"doi\":\"10.15559/19-VMSTA142\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Let $\\\\{L(t),t\\\\geq 0\\\\}$ be a L\\\\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\\\\'{e}vy measure of this process. We also define two subordinated processes. The first one, $Y(t)$, is a Negative-Binomial process $X(t)$ directed by Gamma process. The second process, $Z(t)$, is a Logarithmic L\\\\'{e}vy process $L(t)$ directed by Poisson process. For them, we prove that the Bernstein functions of the processes $L(t)$ and $Y(t)$ contain the iterated logarithmic function. In addition, the L\\\\'{e}vy measure of the subordinated process $Z(t)$ is a shifted L\\\\'{e}vy measure of the Negative-Binomial process $X(t)$. We compare the properties of these processes, knowing that the total masses of corresponding L\\\\'{e}vy measures are equal.\",\"PeriodicalId\":42685,\"journal\":{\"name\":\"Modern Stochastics-Theory and Applications\",\"volume\":\"32 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2019-12-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Modern Stochastics-Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15559/19-VMSTA142\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/19-VMSTA142","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 2

摘要

设$\{L(t),t\geq 0\}$为具有无限可分对数级数分布的代表性随机变量$L(1)$的lsamvy过程。本文研究了这一过程的过渡概率和lsamvy测度。我们还定义了两个从属过程。第一个,$Y(t)$,是一个负二项过程$X(t)$由伽玛过程指导。第二个过程$Z(t)$是由泊松过程指导的对数lsamvy过程$L(t)$。对于它们,我们证明了过程$L(t)$和$Y(t)$的Bernstein函数包含迭代对数函数。此外,从属过程的lsamy测度$Z(t)$是负二项过程的移位lsamy测度$X(t)$。我们比较了这些过程的性质,知道相应的lsamvy测度的总质量是相等的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Logarithmic Lévy process directed by Poisson subordinator
Let $\{L(t),t\geq 0\}$ be a L\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\'{e}vy measure of this process. We also define two subordinated processes. The first one, $Y(t)$, is a Negative-Binomial process $X(t)$ directed by Gamma process. The second process, $Z(t)$, is a Logarithmic L\'{e}vy process $L(t)$ directed by Poisson process. For them, we prove that the Bernstein functions of the processes $L(t)$ and $Y(t)$ contain the iterated logarithmic function. In addition, the L\'{e}vy measure of the subordinated process $Z(t)$ is a shifted L\'{e}vy measure of the Negative-Binomial process $X(t)$. We compare the properties of these processes, knowing that the total masses of corresponding L\'{e}vy measures are equal.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信