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Entrance from \(0+\) for increasing semi-stable Markov processes. (English) Zbl 1002.60032
Let \((X_t)_t\) be an increasing semi-stable Markov process on the strict positive reals. J. Lampert [Z. Wahrscheinlichkeitstheorie Verw. Geb. 22, 205-225 (1972; Zbl 0274.60052)] gave a description via the Lévy processes. The main result here is: under a first moment condition, \(X(t)\) converges weakly to some non-degenerate limit, as the starting point converges to \(0\).
Reviewer: Uwe Rösler (Kiel)

MSC:
60G18 Self-similar stochastic processes
60J50 Boundary theory for Markov processes
60G52 Stable stochastic processes
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