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.

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Pages: 58-63

Publication Date: May 25, 2006

DOI: 10.1214/ECP.v11-1193

References

  1. Bertoin, J. LÈvy Processes. (1996) Cambridge University Press, UK. Math. Review 98e:60117
  2. Bretagnolle, J. RÈsultats de Kesten sur les processus ‡ accroissements indÈpendants. SÈminaire de ProbabilitÈs V (1971) 21-36. Springer, Berlin. Math. Review 51 #4416
  3. Kesten, H. Hitting probabilities of single points for processes with stationary independent increments. Memoirs Amer. Math. Soc. 93 (1969) Math. Review 42 #6940
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