Asymptotic formulas for symmetric stable semigroups (Q1342743): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Latest revision as of 03:00, 5 March 2024

scientific article
Language Label Description Also known as
English
Asymptotic formulas for symmetric stable semigroups
scientific article

    Statements

    Asymptotic formulas for symmetric stable semigroups (English)
    0 references
    1994
    0 references
    The author gives a new and elementary proof of the fact that the transition density \(\mu^ \alpha_ t (x)\) of a symmetric \(\alpha\)- stable \((0 < \alpha \leq 2)\) semigroup is asymptotically \(c_{n, \alpha} t(x^ 2 + t^{2/ \alpha})^{-(n + \alpha)/2}\) as \(x^ 2 t^{-2/ \alpha} \to \infty\). The constant \(c_{n, \alpha}\) is explicitly given. The proof is based on the fact that \(\alpha\)-stable semigroups are subordinate (in the sense of Bochner) to a Brownian semigroup.
    0 references
    Lévy process
    0 references
    stable process
    0 references
    asymptotic formula
    0 references
    subordination
    0 references
    Brownian semigroup
    0 references

    Identifiers