Stationary Regenerative Sets and Subordinators.

Abstract

This paper gives a simple construction of the general stationary regenerative set, based on the stationary version of the associated subordinator (increasing Levy process). It is shown that, in a certain sense, the closed range of such a Levy process is a stationary regenerative subset of R. The distribution of this regenerative set is delta-finite in general; it is finite if the increments of the Levy process have finite expectation.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1986
Accession Number
ADA186298

Entities

People

  • Michael Taksar
  • P. J. Fitzsimmons

Organizations

  • Florida State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Classification
  • Construction
  • Identities
  • Markov Processes
  • Port Security
  • Probability
  • Scientific Research
  • Security
  • Stationary
  • Statistics
  • Universities

Readers

  • Mathematical Modeling and Probability Theory.