Harmonic analysis of additive Lévy processes

DOI10.1007/S00440-008-0175-5zbMATH Open1183.60019arXiv0706.4164OpenAlexW2165655687MaRDI QIDQ842387FDOQ842387

Authors: D. Khoshnevisan, Y. Xiao 

Publication date: 25 September 2009

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: Let $X_1,\mathrm{...},X_N$ denote $N$ independent $d$-dimensional L'evy processes, and consider the $N$-parameter random field [X(�m{t}):= X_1(t_1)+...+X_N(t_N).] First we demonstrate that for all nonrandom Borel sets $Fsubseteq{R}^d$, the Minkowski sum $X(R_{+}^N)oplusF$, of the range $X(R_{+}^N)$ of $X$ with $F$, can have positive $d$-dimensional Lebesgue measure if and only if a certain capacity of $F$ is positive. This improves our earlier joint effort with Yuquan Zhong ycite{KXZ:03} by removing a symmetry-type condition there. Moreover, we show that under mild regularity conditions, our necessary and sufficient condition can be recast in terms of one-potential densities. This rests on developing results in classical [non-probabilistic] harmonic analysis that might be of independent interest. As was shown in fullocite{KXZ:03}, the potential theory of the type studied here has a large number of consequences in the theory of L'evy processes. We present a few new consequences here.

Full work available at URL: https://arxiv.org/abs/0706.4164

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Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Sample path properties (60G17) Local time and additive functionals (60J55) Probabilistic potential theory (60J45) Foundations of stochastic processes (60G05)

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