{"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}
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.