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2006 A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
Peter Andrew
Author Affiliations +
Electron. Commun. Probab. 11: 58-63 (2006). DOI: 10.1214/ECP.v11-1193

Abstract

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

Citation

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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

Information

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

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