Level sets of additive Levy processes

• 成果类型: Article
• 署名作者: Khoshnevisan, D; Xiao, YM
• 署名单位: Utah System of Higher Education; University of Utah; Microsoft
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2002
• 页码: 62-100
• 关键词: multiple points; markov properties; unimodality; TOPOLOGY; capacity; THEOREM

摘要

We provide a probabilistic interpretation of a class of natural capacities on Euclidean space in terms of the level sets of a suitably chosen multiparameter additive Levy process X. We also present several probabilistic applications of the aforementioned potential-theoretic connections. They include areas such as intersections of Levy processes and level sets, as well as Hausdorff dimension computations.