Delayed and rushed motions through time change
arXiv:1809.03818
Abstract
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.
to appear on ALEA - Latin American Journal of Probability and Mathematical Statistics