The dichotomy of recurrence and transience of semi-Lévy processes (Q471529)
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English | The dichotomy of recurrence and transience of semi-Lévy processes |
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The dichotomy of recurrence and transience of semi-Lévy processes (English)
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17 November 2014
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``A semi-Lévy process is an additive process with periodically stationary increments.'' Hence, this is a class between Lévy and additive processes. ``The dichotomy of recurrence and transience of Lévy processes is well known, but this is not necessarily true for general additive processes.'' In this paper, the authors prove ''the recurrence and transience dichotomy of semi-Lévy processes.'' For the proof, they ''introduce a concept of semi-random walk and discuss its recurrence and transience properties.'' As a corollary, the authors derive a criterion of Chung-Fuchs type. An example of a semi-Lévy process -- which is due to Ken-iti Sato -- ``constructed from two independent Lévy processes is investigated.'' Finally, the authors ''prove the laws of large numbers for semi-Lévy processes'' (quotations are taken from the authors' abstract).
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semi-Lévy process
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Lévy process
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recurrence
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transience
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semi-random walk
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laws of large numbers
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