Recurrence-transience for self-similar additive processes associated with stable distributions

被引：2
|
作者：
Sato, K [1 ]
Yamamuro, K [1 ]
机构：
[1] Aichi Konan Coll, Takaya, Konan 4838086, Japan
来源：
ACTA APPLICANDAE MATHEMATICAE | 2000年 / 63卷 / 1-3期
关键词：
recurrence-transience; additive processes; stable distributions;
D O I：
10.1023/A:1010745822345
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
For any stable distribution mu on the line, recurrence-transience of the selfsimilar additive process {X-t, t greater than or equal to0} with L(X-1)=mu is determined. Comparison with the stable Levy process {Y-t, t greater than or equal to0} with L(Y-1)=mu is made: if mu is not strictly stable, then {Y-t} is transient but {X-t} is recurrent except the obviously transient case of monotone sample functions.
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页码：375 / 384
页数：10
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