Mixtures of Tempered Stable Subordinators
Probability
2019-12-03 v2
Abstract
In this article, we introduce mixtures of tempered stable subordinators (TSS). These mixtures define a class of subordinators which generalize tempered stable subordinators. The main properties like probability density function (pdf), Levy density, moments, governing Fokker-Planck-Kolmogorov (FPK) type equations, asymptotic form of potential density and asymptotic form of the renewal function for the corresponding inverse subordinator are discussed. We also generalize these results to n-th order mixtures of TSS.
Keywords
Cite
@article{arxiv.1905.00192,
title = {Mixtures of Tempered Stable Subordinators},
author = {Neha Gupta and Arun Kumar and Nikolai Leonenko},
journal= {arXiv preprint arXiv:1905.00192},
year = {2019}
}
Comments
21 pages, 3 figures