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arxiv: 1809.03818 · v4 · pith:2UQ5YNXLnew · submitted 2018-09-11 · 🧮 math.PR · math.AP

Delayed and rushed motions through time change

classification 🧮 math.PR math.AP
keywords baseprocessesrushedsubordinatorsdelayedimplyinversenecessarily
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We introduce a definition of delayed and rushed processes in terms of lifetimes of base processes and time-changed base processes. Then, we consider time changes given by subordinators and their inverse processes. Our analysis shows that, quite surprisingly, time-changing with inverse subordinators does not necessarily imply delay of the base process. Moreover, time-changing with subordinators does not necessarily imply rushed base process.

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