We study for a class of symmetric Levy processes with state space R^n the transition density pt（x） in terms of two one-parameter families of metrics, （dt）t〉o and （δt）t〉o. The first family of metrics describes...We study for a class of symmetric Levy processes with state space R^n the transition density pt（x） in terms of two one-parameter families of metrics, （dt）t〉o and （δt）t〉o. The first family of metrics describes the diagonal term pt （0）; it is induced by the characteristic exponent ψ of the Levy process by dr（x, y） = √tψ（x - y）. The second and new family of metrics 6t relates to √tψ through the formula exp（-δ^2t（x,y））=F[e^-tψ/pt（0）]（x-y）,where Y denotes the Fourier transform. Thus we obtain the following ＂Gaussian＂ representation of the tran- sition density： pt（x） = pt（O）e^-δ^2t（x,0） where pt（O） corresponds to a volume term related to √tψ and where an ＂exponential＂ decay is governed by 5t2. This gives a complete and new geometric, intrinsic interpretation of pt（x）.展开更多
文摘We study for a class of symmetric Levy processes with state space R^n the transition density pt（x） in terms of two one-parameter families of metrics, （dt）t〉o and （δt）t〉o. The first family of metrics describes the diagonal term pt （0）; it is induced by the characteristic exponent ψ of the Levy process by dr（x, y） = √tψ（x - y）. The second and new family of metrics 6t relates to √tψ through the formula exp（-δ^2t（x,y））=F[e^-tψ/pt（0）]（x-y）,where Y denotes the Fourier transform. Thus we obtain the following ＂Gaussian＂ representation of the tran- sition density： pt（x） = pt（O）e^-δ^2t（x,0） where pt（O） corresponds to a volume term related to √tψ and where an ＂exponential＂ decay is governed by 5t2. This gives a complete and new geometric, intrinsic interpretation of pt（x）.
