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.
Publié le : 1996-01-14
Classification:
Stable process,
range,
gaps in range,
60J30,
60J99
@article{1042644725,
author = {Mountford, T. S. and Port, S. C.},
title = {Small gaps in the range of stable processes},
journal = {Ann. Probab.},
volume = {24},
number = {2},
year = {1996},
pages = { 438-452},
language = {en},
url = {http://dml.mathdoc.fr/item/1042644725}
}
Mountford, T. S.; Port, S. C. Small gaps in the range of stable processes. Ann. Probab., Tome 24 (1996) no. 2, pp. 438-452. http://gdmltest.u-ga.fr/item/1042644725/