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Mathematical Methods in the Applied Sciences
Article . 2020 . Peer-reviewed
License: Wiley Online Library User Agreement
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 2024
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Internal Bernstein functions and Lévy‐Laplace exponents

Internal Bernstein functions and Lévy-Laplace exponents
Authors: Kholoud Basalim; Safa Bridaa; Wissem Jedidi;

Internal Bernstein functions and Lévy‐Laplace exponents

Abstract

Bertoin, Roynette and Yor (2004) described new connections between the class of Lévy‐Laplace exponents Ψ (also called the class of (sub)critical branching mechanism) and the class of Bernstein functions ( ) which are internal, that is, those Bernstein functions ϕ s.t. Ψ∘ϕ remains a Bernstein function for every Ψ. We complete their work and illustrate how the class of internal function is rich from the stochastic point of view. It is well known that every corresponds to (i) a subordinator (Xt)t ≥ 0 (or equivalently to transition semigroups and (ii) a Lévy measure μ (which controls the jumps of the subordinator). It is also known that, on (0,∞), the measure converges vaguely to dδ0(dx)+μ(dx) as t→0, where d is the drift term, but rare are the situations where we can compare the transition semigroups with the Lévy measure. Our extensive investigations on the composition of Lévy‐Laplace exponents Ψ with Bernstein functions show, for instance, these remarkable facts: ϕ is internal is equivalent to (a) or to (b) is a positive measure on (0,∞). We also provide conditions on μ insuring internality for ϕ and illustrate how Lévy‐Laplace exponents are closely connected to the class of Thorin Bernstein function.

Related Organizations
Keywords

Bernstein functions, Characteristic functions; other transforms, Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type, spectrally negative Lévy process, positive stable density, Infinitely divisible distributions; stable distributions, complete monotonicity, Probability distributions: general theory, Laplace exponent, generalized gamma convolution

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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