Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
From MaRDI portal
Publication:1203651
DOI10.1214/aop/1176989524zbMath0762.60068OpenAlexW2056756562MaRDI QIDQ1203651
Jay S. Rosen, Michael B. Marcus
Publication date: 22 February 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989524
Lévy processesGaussian processesBrownian local timeslocal times of a symmetric Markov processRay-Knight's theoremssample path of local times
Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)
Related Items
A Ray-Knight theorem for symmetric Markov processes. ⋮ Representations and isomorphism identities for infinitely divisible processes ⋮ Dynkin's isomorphism theorem and the Ray-Knight theorems ⋮ On the continuity of local times of Borel right Markov processes ⋮ On moduli of continuity for local times of Gaussian processes ⋮ Brownian motion on a random recursive Sierpinski gasket ⋮ Central limit theorem for random processes with sample paths in exponential Orlicz spaces ⋮ New perspectives on Ray's theorem for the local times of diffusions ⋮ Isomorphism theorems, extended Markov processes and random interlacements ⋮ Convergence of blanket times for sequences of random walks on critical random graphs ⋮ Cover times, blanket times, and majorizing measures ⋮ A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes ⋮ Uniform dimension results for the inverse images of symmetric Lévy processes ⋮ Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees ⋮ Permanental fields, loop soups and continuous additive functionals ⋮ Transition densities for Brownian motion on the Sierpinski carpet ⋮ Cluster formation in a stepping-stone model with continuous, hierarchically structured sites ⋮ Uniform Hausdorff dimension result for the inverse images of stable Lévy processes ⋮ Exponential concentration of cover times ⋮ Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes ⋮ Brownian motion on a homogeneous fractal ⋮ Scaling limits for simple random walks on random ordered graph trees ⋮ A characterization of the infinitely divisible squared Gaussian processes ⋮ Markov loops and renormalization ⋮ Convergence of simple random walks on random discrete trees to Brownian motion on the continuum random tree ⋮ On the regularity of the local times of a class of symmetric lévy processes ⋮ Brownian motion on the continuum tree ⋮ On permanental processes ⋮ Some percolations involving the Gaussian free fields ⋮ On the favorite points of symmetric Lévy processes ⋮ On the most visited sites of symmetric Markov processes. ⋮ Local times of additive Lévy processes. ⋮ Isomorphism theorems for Markov chains. ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process