The dichotomy of recurrence and transience of semi-Lévy processes

DOI10.1007/s10959-012-0452-1zbMath1321.60096arXiv1209.3838OpenAlexW2140376423MaRDI QIDQ471529

Makoto Maejima, Yohei Ueda, Taisuke Takamune

Publication date: 17 November 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.3838

zbMATH Keywords

recurrencetransienceLévy processlaws of large numberssemi-Lévy processsemi-random walk

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Weak drifts of infinitely divisible distributions and their applications
• Semi-selfsimilar processes
• Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes
• Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
• Fractional Integrals and Extensions of Selfdecomposability
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