A transience condition for a class of one-dimensional symmetric Lévy processes

DOI10.1214/ECP.V18-2802MaRDI QIDQ743044zbMATH OpenFDO

Authors Nikola Sandrić

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.4626

zbMATH Keywords

random walksemimartingalerecurrencetransienceLévy measuresymmetric Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Generalizations of martingales (60G48) Sample path properties (60G17)

Abstract: In this paper, we give a sufficient condition for transience for a class of one-dimensional symmetric L'evy processes. More precisely, we prove that a one-dimensional symmetric L'evy process with the L'evy measure $u(dy)=f(y)dy$ or $u(n)=p_n$, where the density function $f(y)$ is such that $f(y)>0$ a.e. and the sequence ${p_n}_{ngeq1}$ is such that $p_n>0$ for all $ngeq1$, is transient if ${\displaystyle }$int_1^{infty}frac{dy}{y^{3}f(y)}<inftyquad extrm{or}quad sum_{n=1}^{infty}frac{1}{n^{3}p_n}<infty.${\displaystyle }$ Similarly, we derive an analogous transience condition for one-dimensional symmetric random walks with continuous and discrete jumps.

Recommendations

• scientific article; zbMATH DE number 1494237
• On recurrence and transience of two-dimensional Lévy and Lévy-type processes
• On transience of Lévy-type processes
• On recurrence and transience of some Lévy-type processes in ℝ
• \(\alpha\)-transience and \(\alpha\)-recurrence for random walks and Lévy processes

Cited in

(4)

• Long-time behavior for a class of Feller processes
• A geometric interpretation of the transition density of a symmetric Lévy process
• scientific article; zbMATH DE number 1494237 (Why is no real title available?)
• On recurrence and transience of some Lévy-type processes in ℝ

This page was built for publication: A transience condition for a class of one-dimensional symmetric Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q743044)