Accession Number : ADA186298

Title :   Stationary Regenerative Sets and Subordinators.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Fitzsimmons, P J ; Taksar, Michael

PDF Url : ADA186298

Report Date : Nov 1986

Pagination or Media Count : 19

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.

Descriptors :   *SET THEORY, CONSTRUCTION, STATIONARY, MARKOV PROCESSES

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE