α-stable random walk has massive thorns

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Stable Processes Have Thorns

Let X(t) be the symmetric α-stable process in Rd, α ∈ (0, 2), d ≥ 2. For f : (0, 1) → (0,∞) let D(f) be the thorn {x ∈ Rd : x1 ∈ (0, 1), |(x2, . . . , xd)| < f(x1)}. We give an integral criterion in terms of f for the existence of a random time s such that X(t) remains in X(s) +D(f) for all t ∈ [s, s+ 1).

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ژورنال

عنوان ژورنال: Colloquium Mathematicum

سال: 2015

ISSN: 0010-1354,1730-6302

DOI: 10.4064/cm138-1-7