Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders
Probability
2020-02-19 v2
Abstract
In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose L\'evy measures are absolutely continuous and decaying in mixed polynomial orders. Under a weaker assumption on L\'evy measures, we also obtain a precise asymptotic behaviors of the transition densities at infinity. Our results cover geometric stable subordinators, Gamma subordinators and much more.
Keywords
Cite
@article{arxiv.1912.10565,
title = {Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders},
author = {Soobin Cho and Panki Kim},
journal= {arXiv preprint arXiv:1912.10565},
year = {2020}
}
Comments
47 pages. Example 3.4 is updated