Capacitary moduli for L evy processes and intersections

نویسنده

  • Jay Rosen
چکیده

We introduce the concept of capacitary modulus for a set ⊆Rd, which is a function h that provides simple estimates for the capacity of with respect to an arbitrary kernel f, estimates which depend only on the L inner product (h; f). We show that for a large class of L evy processes, which include the symmetric stable processes and stable subordinators, a capacitary modulus for the range of the process is given by its 1-potential density u(x), and a capacitary modulus for the intersection of the ranges of m independent such processes is given by the product of their 1-potential densities. The uniformity of estimates provided by the capacitary modulus allows us to obtain almost-sure asymptotics for the probability that one such process approaches within of the intersection of m other independent processes, conditional on these latter processes. Our work generalizes that of Pemantle et al. (1996) on the range of Brownian motion. c © 2000 Elsevier Science B.V. All rights reserved.

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تاریخ انتشار 2000