Windings of the Stable Kolmogorov Process
نویسنده
چکیده
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable Lévy process L and its primitive X as coordinates, in the non-trivial case when |L| is not a subordinator. First, we show that these windings have an almost sure limit velocity, extending McKean’s result [8] in the Brownian case. Second, we evaluate precisely the upper tails of the distribution of the half-winding times, connecting the results of our recent papers [9, 10].
منابع مشابه
Uperieure S Ormale N Ecole Stable Windings Stable Windings Stable Windings
We derive the asymptotic laws of winding numbers for planar isotropic stable L evy processes and walks of index 2 (0; 2).
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