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June, 1977 Can a Nonstable State Become Stable by Subordination?
Michael Rubinovitch
Ann. Probab. 5(3): 463-466 (June, 1977). DOI: 10.1214/aop/1176995806

Abstract

Let $Z_0(t)$ be a Markov chain and $X(t)$ a subordinator. Set $Z(t) = Z_0(X(t))$ and let $\alpha$ be a nonstable state of $Z_0$. It is shown, via an example, that it is possible for $\alpha$ to be a stable state of $Z(t)$ even when the total mass of the Levy measure of $X$ is unbounded.

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Michael Rubinovitch. "Can a Nonstable State Become Stable by Subordination?." Ann. Probab. 5 (3) 463 - 466, June, 1977. https://doi.org/10.1214/aop/1176995806

Information

Published: June, 1977
First available in Project Euclid: 19 April 2007

zbMATH: 0381.60057
MathSciNet: MR436335
Digital Object Identifier: 10.1214/aop/1176995806

Subjects:
Primary: 60J10
Secondary: 60G17, 60J30

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 3 • June, 1977
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