Asymptotic formulas for symmetric stable semigroups (Q1342743)
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English | Asymptotic formulas for symmetric stable semigroups |
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Asymptotic formulas for symmetric stable semigroups (English)
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1994
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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.
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Lévy process
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stable process
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asymptotic formula
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subordination
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Brownian semigroup
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