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

DOI10.1214/ECP.V18-2802zbMATH Open1329.60125arXiv1308.4626MaRDI QIDQ743044FDOQ743044

Authors: Nikola Sandrić 

Publication date: 22 September 2014

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

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.

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

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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)

Cited In (4)

• A geometric interpretation of the transition density of a symmetric Lévy process
• On recurrence and transience of some Lévy-type processes in ℝ
• Title not available (Why is that?)
• Long-time behavior for a class of Feller processes

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