Unavoidable collections of balls for isotropic Levy processes

被引:9
|
作者
Mimica, Ante [1 ]
Vondracek, Zoran [1 ]
机构
[1] Univ Zagreb, Dept Math, Zagreb 10000, Croatia
关键词
Isotropic Levy process; Green function; Minimal thinness at infinity; CHAMPAGNE SUBREGIONS; BROWNIAN-MOTION; BOUNDARY; QUASIADDITIVITY;
D O I
10.1016/j.spa.2013.11.003
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A collection {(B) over bar (x(n), r(n))}(n >= 1) of pairwise disjoint balls in the Euclidean space R-d is said to be avoidable with respect to a transient process X if the process with positive probability escapes to infinity without hitting any ball. In this paper we study sufficient and necessary conditions for avoidability with respect to unimodal isotropic Levy processes satisfying a certain scaling hypothesis. These conditions are expressed in terms of the characteristic exponent of the process, or alternatively, in terms of the corresponding Green function. We also discuss the same problem for a random collection of balls. The results are generalization of several recent results for the case of Brownian motion. (C) 2013 Elsevier B.V. All rights reserved.
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页码:1303 / 1334
页数:32
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