In probability theory, a subordinator is a stochastic process that is non-negative and whose increments are stationary and independent.[1] Subordinators are a special class of Lévy process that play an important role in the theory of local time.[2] In this context, subordinators describe 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[3] It also must be increasing, almost surely,[3] or an additive process.[4]
KallebergFoundations290
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