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

Peter Andrew

doi:10.1214/ECP.v11-1193

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Home > Journals > Electron. Commun. Probab. > Volume 11 > Article

2006 A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.

Peter Andrew

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Peter Andrew¹
¹University of Utrecht

Electron. Commun. Probab. 11: 58-63 (2006). DOI: 10.1214/ECP.v11-1193

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Abstract

We give a simpler and shorter proof of Kesten's result for the probabilities with which a subordinator hits points.

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Peter Andrew. "A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.." Electron. Commun. Probab. 11 58 - 63, 2006. https://doi.org/10.1214/ECP.v11-1193

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Accepted: 25 May 2006; Published: 2006

First available in Project Euclid: 4 June 2016

zbMATH: 1112.60031

MathSciNet: MR2219346

Digital Object Identifier: 10.1214/ECP.v11-1193

Subjects:

Primary: 60G17

Secondary: 60G51

Keywords: hitting probabilities , Levy processes , Subordinators

Rights: Creative Commons Attribution 3.0 License

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Electron. Commun. Probab.

Vol.11 • 2006

Institute of Mathematical Statistics and Bernoulli Society

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Peter Andrew "A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.," Electronic Communications in Probability, Electron. Commun. Probab. 11(none), 58-63, (2006)

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