Curve Crossing for the Reflected Levy Process at Zero and Infinity

Curve Crossing for the Reflected Lévy Process at zero and infinity

Let Rt = sup0≤s≤t Xs − Xt be a Lévy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for Rt is finite, is given. We also discuss the almost sure finiteness of lim sup t→0 Rt/t , for each κ ≥ 0.

Curve Crossing for the Reflected Process

Let Rn = max0≤j≤n Sj − Sn be a random walk Sn reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times of Rn above horizontal or certain curved (power law) boundaries. Necessary and sufficient conditions are also given for the finiteness of the expected passage time of Rn above linear and square root boundaries. 2000 MSC Subject Classifications: prim...

Semilinear Elliptic Equations Having Asymptotic Limits at Zero and Infinity

the search for the self in becketts theatre: waiting for godot and endgame

this thesis is based upon the works of samuel beckett. one of the greatest writers of contemporary literature. here, i have tried to focus on one of the main themes in becketts works: the search for the real "me" or the real self, which is not only a problem to be solved for beckett man but also for each of us. i have tried to show becketts techniques in approaching this unattainable goal, base...

Decay to zero of matrix coefficients at Adjoint infinity

The main theorems below are Theorem 9 and Theorem 11. As far as I know, Theorem 9 represents a slight improvement over what currently appears in the literature, and gives a fairly easy proof of Theorem 11 which is due to R. Howe and C. Moore [4]. In the semisimple case, the Howe-Moore result follows from [6] or [7]. The proofs appearing here are relatively elementary and some readers will recog...