Showing papers on "Subordinator published in 1986"
TL;DR: In this paper, the authors investigated the asymptotic behavior of (1 − G(x))−(Σ npn)(1 − F(x)), as x → ∞ if 1 − F is regularly varying with index ϱ, 0 ≤ ϱ ≤ 1.
65 citations
TL;DR: In this article, the authors give a simple construction of the general stationary regenerative set, based on the stationary version of the associated subordinator (increasing Levy process), and show that, in a certain sense, the closed range of such a Levy process is a regenerative subset of $\mathbb{R}$.
Abstract: In this paper we give a simple construction of the general stationary regenerative set, based on the stationary version of the associated subordinator (increasing Levy process). We show that, in a certain sense, the closed range of such a Levy process is a stationary regenerative subset of $\mathbb{R}$. The distribution of this regenerative set is $\sigma$-finite in general; it is finite $\operatorname{iff}$ the increments of the Levy process have finite expectation.
22 citations