Open Access
July, 1988 Stationary Regenerative Sets and Subordinators
P. J. Fitzsimmons, Michael Taksar
Ann. Probab. 16(3): 1299-1305 (July, 1988). DOI: 10.1214/aop/1176991692
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.

Fitzsimmons and Taksar: Stationary Regenerative Sets and Subordinators
Copyright © 1988 Institute of Mathematical Statistics
P. J. Fitzsimmons and Michael Taksar "Stationary Regenerative Sets and Subordinators," The Annals of Probability 16(3), 1299-1305, (July, 1988). https://doi.org/10.1214/aop/1176991692
Published: July, 1988
Vol.16 • No. 3 • July, 1988
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