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A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.


 
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1. Title Title of document A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
 
2. Creator Author's name, affiliation, country Peter Andrew; University of Utrecht
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Levy processes, subordinators, hitting probabilities
 
3. Subject Subject classification 60G17, 60G51
 
4. Description Abstract We give a simpler and shorter proof of Kesten's result for the probabilities with which a subordinator hits points.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NWO
 
7. Date (YYYY-MM-DD) 2006-05-25
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1193
 
10. Identifier Digital Object Identifier 10.1214/ECP.v11-1193
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 11
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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