Asymptotic formulas for symmetric stable semigroups (Q1342743): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Alexander D. Bendikov / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Rene L. Schilling / rank | |||
Normal rank |
Revision as of 21:17, 10 February 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