Article ID Journal Published Year Pages File Type
1154315 Statistics & Probability Letters 2006 7 Pages PDF
Abstract
Let ψ be the characteristic exponent of a symmetric Lévy process X. The functionh(x)=2π∫0∞1-cos(λx)ψ(λ)dλappears in various studies on the local time of X. We study monotonicity properties of the function h. In case when X is a subordinate Brownian motion, we show that x↦h(x) is a Bernstein function.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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