2024-03-29T08:40:40Z
https://teapot.lib.ocha.ac.jp/oai
oai:teapot.lib.ocha.ac.jp:00034648
2022-12-12T05:39:05Z
347:359:677
A REMARK ON THE ASYMPTOTIC BEHAVIOR OF SUBORDINATORS
YANO, Yuko
70828
400
application/pdf
紀要論文
Let X_1(t) and X_2(t) be independent subordinators and let X^<-1>2(t) be the right-continuous inverse of X_2. The asymptotic behavior of P[X_1(X^<-1>_2(t))≦x] as x→0+ for every fixed t>0 is studied. It is shown that the infinitesimal order is determined by the exponent of X_1 and the constant, which depends on t, is determined by the Levy measure of X_2. The problem is motivated by a generalized arc-sine law for one-dimensional diffusion processes.
departmental bulletin paper
お茶の水女子大学
2003-06
application/pdf
お茶の水女子大學自然科學報告
1
54
9
11
AN00033958
00298190
https://teapot.lib.ocha.ac.jp/record/34648/files/KJ00004830756.pdf
eng