Further examples of explicit Krein representations of certain subordinators

2005/09/02 by Catherine Donati-Martin, Marc Yor, Donati-Martin, Catherine +1 · 1 citation
Mathematics · Physics and Astronomy · #Geometric and Algebraic Topology #Quantum chaos and dynamical systems #Spectral Theory in Mathematical Physics #math.PR #msc:60G51 #msc:60J55

paper · pdf · doi:10.48550/arxiv.math/0509041

arxiv created 2005/09/02 · arxiv updated 2009/12/01

Abstract

In a previous paper, we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other subordinators whose Lévy densities are of the form (C)/((\sinh(y))^γ), 0 < γ< 2, and the more general family obtained from those by exponential tilting.

Cited by

• Inverse local time of one-dimensional diffusions and its comparison theorem

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