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MOMENT OF LVY MEASURE OF OPERATOR-STABLE LAW 被引量:1
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作者 ZhangHuizeng YingJiangang JinMengwei 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第1期91-96,共6页
In 1979,Jurek gave a characterization of the moment of a full operator-stable μ by eigenvalues of exponent matrix of μ. Here, a characterization of the moment of Lévy measure (restricted on a neighbor of 0) of ... In 1979,Jurek gave a characterization of the moment of a full operator-stable μ by eigenvalues of exponent matrix of μ. Here, a characterization of the moment of Lévy measure (restricted on a neighbor of 0) of a full operator-stable μ by eigenvalues of exponent matrix of μ is given. 展开更多
关键词 Operator-stable law Lévy measure moment.
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α-TRANSIENCE AND α-RECURRENCE FOR RANDOM WALKS AND LEVY PROCESSES 被引量:2
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作者 ZHANGHUIZENG ZHAOMINZHI YINGJIANGANG 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2005年第1期127-142,共16页
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 tha... 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 quasisymmetric 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. 展开更多
关键词 α-Transience α-Recurrence QUASI-SYMMETRY Levy process
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