Capacitary moduli for Lévy processes and intersections
We introduce the concept of capacitary modulus for a set , which is a function h that provides simple estimates for the capacity of [Lambda] with respect to an arbitrary kernel f, estimates which depend only on the L2 inner product (h,f). We show that for a large class of Lévy 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 u1(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 [var epsilon] 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.
Year of publication: |
2000
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Authors: | Rosen, Jay |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 89.2000, 2, p. 269-285
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Publisher: |
Elsevier |
Subject: | Capacitary modulus Lévy process Intersection |
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