Electronic Communications in Probability

Electronic Communications in Probability > Vol. 11 (2006) > Paper 6

A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.

Peter Andrew, University of Utrecht

Abstract
We give a simpler and shorter proof of Kesten's result for the probabilities with which a subordinator hits points.

Full text: PDF

Pages: 58-63

Published on: May 25, 2006

Bibliography

Bertoin, J. Lévy Processes. (1996) Cambridge University Press, UK. Math. Review 98e:60117
Bretagnolle, J. Résultats de Kesten sur les processus à accroissements indépendants. Séminaire de Probabilités V (1971) 21-36. Springer, Berlin. Math. Review 51 #4416
Kesten, H. Hitting probabilities of single points for processes with stationary independent increments. Memoirs Amer. Math. Soc. 93 (1969) Math. Review 42 #6940

Electronic Communications in Probability. ISSN: 1083-589X