A simple proof of the L\'evy--Khintchine formula for subordinators
Probability
2023-03-30 v1
Abstract
We present a relatively simple and mostly elementary proof of the L\'evy--Khintchine formula for subordinators. The main idea is to study the Poisson process time-changed by the subordinator. The technical tools used are conditional expectations, probability generating function and convergence of discrete random variables.
Keywords
Cite
@article{arxiv.2011.07324,
title = {A simple proof of the L\'evy--Khintchine formula for subordinators},
author = {Yuri Yakubovich},
journal= {arXiv preprint arXiv:2011.07324},
year = {2023}
}
Comments
6 pages