Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders

preprint2020arXivOpen access

Abstract

In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose Lévy measures are absolutely continuous and decaying in mixed polynomial orders. Under a weaker assumption on Lévy measures, we also obtain a precise asymptotic behaviors of the transition densities at infinity. Our results cover geometric stable subordinators, Gamma subordinators and much more.

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