A simple proof of the Lévy–Khintchine formula for subordinators
نویسندگان
چکیده
We present a relatively simple and mostly elementary proof of the L\'evy--Khintchine formula for subordinators. The main idea is to study Poisson process time-changed by subordinator. technical tools used are conditional expectations, probability generating function convergence discrete random variables.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2021.109136