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