Singular integrals of stable subordinator | |
Xu, Lihu1,2 | |
2018-08 | |
Source Publication | STATISTICS & PROBABILITY LETTERS |
ISSN | 0167-7152 |
Volume | 139Pages:115-118 |
Abstract | It is well known that f(0)(1) t(-theta)dt < infinity fore is an element of (0, 1) and f(0)(1) recit = infinity for theta is an element of [1, 00). Since t can be taken as an alpha-stable subordinator with alpha = 1, it is natural to ask whether f(0)(1); t(-theta)dS(t) has a similar property when S-t is an alpha-stable subordinator with a E (0, 1). We show that theta = 1/alpha is the border line such that integral(1)(0)t(-theta)dSt is finite a.s. for theta is an element of (0, 1/alpha) and blows up a.s. for theta is an element of [1/alpha, infinity). When alpha = 1, our result recovers that of f(0)(1)t(-theta) dt. Moreover, we give a pth moment estimate for the integral when theta is an element of (0, 1/alpha) (C) 2018 Elsevier B.V. All rights reserved. |
Keyword | Alpha-stable Subordinator Singular Integral Of Alpha-stable Subordinator |
DOI | https://doi.org/10.1016/j.spl.2018.04.008 |
URL | View the original |
Indexed By | SCI |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000435046800015 |
Publisher | ELSEVIER SCIENCE BV |
The Source to Article | WOS |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Xu, Lihu |
Affiliation | 1.Department of Mathematics, Faculty of Science and Technology, University of Macau, Taipa, Macau 2.UM Zhuhai Research Institute, Zhuhai, China |
First Author Affilication | Faculty of Science and Technology |
Corresponding Author Affilication | Faculty of Science and Technology |
Recommended Citation GB/T 7714 | Xu, Lihu. Singular integrals of stable subordinator[J]. STATISTICS & PROBABILITY LETTERS,2018,139:115-118. |
APA | Xu, Lihu.(2018).Singular integrals of stable subordinator.STATISTICS & PROBABILITY LETTERS,139,115-118. |
MLA | Xu, Lihu."Singular integrals of stable subordinator".STATISTICS & PROBABILITY LETTERS 139(2018):115-118. |
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