α-TRANSIENCE AND α-RECURRENCE FOR RANDOM WALKS AND LEVY PROCESSES

资源类型: 资源大小: 文档分类:数理科学和化学 上传者:高晓梅

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【出版日期】2005-01-25

【摘要】<正>The authors investigate the α-transience and α-recurrence for random walks and Levy processes by means of the associated moment generating function, give a dichotomy theorem for not one-sided processes and prove that the process X is quasi-symmetric if and only if X is not α-recurrent for all α< 0 which gives a probabilistic explanation of quasi-symmetry, a concept originated from C. J. Stone.

【刊名】Chinese Annals of Mathematics

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