Yes, you can use your own custom domain (pubsub.mydomain.com instead of pubsub.pubnub.com). To do so, setup your DNS records accordingly, i.e. CNAME
pubsub.pubnub.com and then use that CNAME as the
However, this does not work with TLS connections and you will receive a certificate validation error trying to use a custom origin other than a PubNub sub-domain.