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.
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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.
Examples
The variance gamma process can be described as a Brownian motion subject to a gamma subordinator. If a Brownian motion,
The Cauchy process can be described as a Brownian motion subject to a Lévy subordinator.