Harmonic analysis of additive Levy processes

被引:29
作者
Khoshnevisan, Davar [1 ]
Xiao, Yimin [2 ]
机构
[1] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
[2] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
基金
美国国家科学基金会;
关键词
Additive Levy processes; Multiplicative Levy processes; Capacity; Intersections of regenerative sets; MULTIPLE POINTS; MARKOV-PROCESSES; RANDOM-WALKS; RANDOM-FIELDS; SELF-INTERSECTIONS; POTENTIAL-THEORY; BROWNIAN PATHS; MULTIPARAMETER PROCESSES; HAUSDORFF DIMENSION; MAXIMAL INEQUALITY;
D O I
10.1007/s00440-008-0175-5
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
Let X-1 , . . . , X-N denote N independent d-dimensional Levy processes, and consider the N-parameter random field (sic)(t) := X-1(t(1))+ . . . + X-N (t(N)). First we demonstrate that for all nonrandom Borel sets F subset of R-d, the Minkowski sum (sic)(R-+(N)) circle plus F, of the range (sic)(R-+(N)) of (sic) 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 by removing a certain condition of symmetry in Khoshnevisan et al. (Ann Probab 31(2):1097-1141, 2003). 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 Khoshnevisan et al. (Ann Probab 31(2):1097-1141, 2003), the potential theory of the type studied here has a large number of consequences in the theory of Levy processes. Presently, we highlight a few new consequences.
引用
收藏
页码:459 / 515
页数:57
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