Small gaps in the range of stable processes

DOI10.1214/AOP/1042644725MaRDI QIDQ1922087zbMATH OpenOpenAlexFDO

Authors Thomas Mountford, Sidney C. Port

Publication date 25 May 1997

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1042644725

zbMATH Keywords

stable processesstationary independent incrementsstructure of the range

Mathematics Subject Classification ID

Markov processes (60J99)

Review text

For an \(\alpha\)-stable process \(X\) with stationary independent increments, \(0<\alpha<1\), and the drift, the integral test to determine the rate of growth of size of intervals in the complement of the range close to the origin is obtained given that \(X\) makes \(r\) excursions from the origin.

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Cites work

• A convolution equation and hitting probabilities of single points for processes with stationary independent increments
• Exit systems
• Gaps in the range of nearly increasing processes with stationary independent increments
• scientific article; zbMATH DE number 4129776 (Why is no real title available?)
• scientific article; zbMATH DE number 3842917 (Why is no real title available?)
• Large gaps in the range of stable processes
• Stable Processes With Drift on the Line

Cited in

(1)

• Stable Processes With Drift on the Line

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