Random walks are determined by their trace on the positive half-line

DOI10.5802/ahl.64zbMath1454.60059arXiv1902.08481OpenAlexW3097408601MaRDI QIDQ2220251

Mateusz Kwaśnicki

Publication date: 22 January 2021

Published in: Annales Henri Lebesgue (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.08481

zbMATH Keywords

Nevanlinna classrandom walkLévy processWiener-Hopf factorisation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Nevanlinna spaces and Smirnov spaces (30H15)

Related Items (1)

Some characterizations for Markov processes at first passage

Cites Work

• On removable sets for holomorphic functions
• Unique determination of convolutions of measures in \(R^ m\), m\(\geq 2\), by restrictions to sets
• On distributions determined by their upward, space-time Wiener-Hopf factor
• A note on left-continuous random walks
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