Small gaps in the range of stable processes

成果类型:
Article
署名作者:
Mountford, TS; Port, SC
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
1996
页码:
438-452
关键词:
摘要:
We examine the structure of the range of a stable process with drift near its initial position and derive an integral test to determine the rate of growth of the size of intervals in the complement of the range. This integral test depends on the random number of excursions that the process makes away from the initial point.