(Non)Differentiability and Asymptotics for Potential Densities of Subordinators
classification
🧮 math.PR
keywords
densitiespotentialresultssubordinatorsanalysisapplyingasymptoticasymptotics
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For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show how the atoms of the Levy measure translate into points of (non)smoothness.
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