  In this article we study transition probabilities of a class of subordinate
Brownian motions. Under mild assumptions on the Laplace exponent of the
corresponding subordinator, sharp two sided estimates of the transition
probability are established. This approach, in particular, covers subordinators
with Laplace exponents that vary regularly at infinity with index one, e.g. \[
  \phi(\lambda)=\frac{\lambda}{\log(1+\lambda)}-1 \quad \text{ or }\quad
\phi(\lambda)=\frac{\lambda}{\log(1+\lambda^{\beta/2})},\ \beta\in (0,2)\, \]
that correspond to subordinate Brownian motions with scaling order that is not
necessarily strictly between 0 and 2. These estimates are applied to estimate
Green function (potential) of subordinate Brownian motion. We also prove the
equivalence of the lower scaling condition of the Laplace exponent and the near
diagonal upper estimate of the transition estimate.
