Subordinator (mathematics)

In probability theory, a subordinator is a stochastic process that is non-negative and whose increments are stationary and independent. Subordinators are a special class of Lévy process that play an important role in the theory of local time. 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 It also must be increasing, almost surely, or an additive process.