Average densities of the image and zero set of stable processes

DOI10.1016/0304-4149(94)00050-4MaRDI QIDQ1346159zbMATH OpenOpenAlexFDO

Authors Y. Xiao, Kenneth J. Falconer

Publication date 15 August 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)00050-4

zbMATH Keywords

Hausdorff measureimageorder-two densitystable processeszero sets

Mathematics Subject Classification ID

Length, area, volume, other geometric measure theory (28A75) Ergodic theory (37A99) Sample path properties (60G17) Markov processes (60J99)

Review text

The ``order-two or ``average density of a measure \(\mu\) at a point \(x\) is defined as \[ \lim_{T \to \infty} (1/T) \int^ T_ 0 \mu (B(x,e^{-s})) e^{\alpha s} ds \] for appropriate \(\alpha\), where \(B(x,r)\) is the closed ball of centre \(x\) and radius \(r\). The authors study the existence of order-two densities of the image and zero sets of the sample paths of a wide class of stable processes. They prove the existence of a constant \(\eta\) (which depends on the process) such that, with probability one, the order-two density of the natural measure on the image or zero set exists and equals \(\eta\) almost everywhere on the set.

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Cited in

(5)

• On continuous image averaging of Borel measures
• Symmetry properties of average densities and tangent measure distributions of measures on the line
• The average density of the path of planar Brownian motion
• scientific article; zbMATH DE number 2129885 (Why is no real title available?)
• Order‐two density and the strong law of large numbers

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