Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment (Q6103740)
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scientific article; zbMATH DE number 7692065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment |
scientific article; zbMATH DE number 7692065 |
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Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment (English)
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5 June 2023
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In this paper, the author studies the almost sure asymptotic behavior of the supremum of the local time for a transient sub-ballistic diffusion in a spectrally negative Lévy environment. The proper renormalizations for the extremely large values of the supremum of the local time are given. As a corollary of these results, it is noted that the renormalization of the extremely large values of the supremum of the local time is determined by the asymptotic behavior of the Laplace exponent of the Lévy environment. Moreover, this renormalization is greater than the known renormalization for the recurrent case.
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diffusion
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random potential
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Lévy process
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renewal process
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local time
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Lévy process conditioned to stay positive
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exponential functional
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