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Subordinator (mathematics) : ウィキペディア英語版
Subordinator (mathematics)
In the mathematics of probability, a subordinator is a concept related to stochastic processes. A subordinator is itself a stochastic process of the evolution of time within another stochastic process, the subordinated stochastic process. In other words, a subordinator will determine the random number of "time steps" that occur within the subordinated process for a given unit of chronological time.
In order to be a subordinator a process must be a Lévy process. It also must be increasing, almost surely.〔
== Definition ==
A subordinator is an increasing (a.s.) Lévy process.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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