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
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
文摘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.
基金Project supported by the National Natural Science Foundation of China (No. 10271109).
文摘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.