Entrance from \(0+\) for increasing semi-stable Markov processes
type: Item
instance of: scholarly article
title: Entrance from \(0+\) for increasing semi-stable Markov processes
zbMATH Open document ID: 1002.60032
author: Jean Bertoin
author: M. Emilia Caballero
published in: Bernoulli
publication date: 2003-01-07T00:00:00Z
review text: Let \((X_t)_t\) be an increasing semi-stable Markov process on the strict positive reals. \textit{J. Lampert} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 22, 205-225 (1972; Zbl 0274.60052)] gave a description via the Lévy processes. The main result here is: under a first moment condition, \(X(t)\) converges weakly to some non-degenerate limit, as the starting point converges to \(0\).
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60J50
Mathematics Subject Classification ID: 60G52
zbMATH DE Number: 1786324
zbMATH Keywords: entrance boundary
zbMATH Keywords: semi-stable Markov process
zbMATH Keywords: Lévy process
zbMATH Keywords: subordinator
reviewed by: Uwe Rösler
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1786324