A strictly increasing, pure jump process with stationary, independent increments hits a single point $r > 0$ with probability 0. Adapting a method of proof, due to Carleson, we obtain a similar result for processes with exchangeable increments. This enables us to solve a regularity problem from game theory concerning probabilities of covering single points by randomly ordered intervals.
Publié le : 1981-06-14
Classification:
Hitting probabilities of single points,
Levy measure,
overshot,
stopping time,
60K99,
90D13,
60J75
@article{1176994426,
author = {Berbee, Henry},
title = {On Covering Single Points by Randomly Ordered Intervals},
journal = {Ann. Probab.},
volume = {9},
number = {6},
year = {1981},
pages = { 520-528},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994426}
}
Berbee, Henry. On Covering Single Points by Randomly Ordered Intervals. Ann. Probab., Tome 9 (1981) no. 6, pp. 520-528. http://gdmltest.u-ga.fr/item/1176994426/