Lévy processes: Concentration function and heat kernel bounds
| Autor: | Karol Szczypkowski, Tomasz Grzywny |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
transition density Lévy process Euclidean space 010102 general mathematics Mathematical analysis Function (mathematics) semigroups of measures non-symmetric operator 01 natural sciences Measure (mathematics) Convolution 010104 statistics & probability non-symmetric Markov process Jump heat kernel estimates 0101 mathematics non-local operator Heat kernel Probability measure Mathematics |
| Zdroj: | Bernoulli 26, no. 4 (2020), 3191-3223 |
| Popis: | We investigate densities of vaguely continuous convolution semigroups of probability measures on the Euclidean space. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are equivalent to the behaviour of the maximum of the density as a function of time variable. We also prove qualitative lower estimates under mild assumptions on the corresponding jump measure and the characteristic exponent. |
| Databáze: | OpenAIRE |
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