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Regenerative sets and subordinators

Published online by Cambridge University Press:  14 July 2016

Cristina Gzyl*
Affiliation:
Universidad Central de Venezuela

Abstract

It has been shown that the probabilistic structure of a regular regenerative set can be described in terms of the exponent of an appropriate subordinator. We give a relation which expresses the distribution of two Markov processes associated with a regenerative set in terms of this exponent.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1977 

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References

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