Radial Processes
Millar, P. W.
Ann. Probab., Tome 1 (1973) no. 5, p. 613-626 / Harvested from Project Euclid
Let $X = \{X_t = (X_t^1,\cdots, X_t^d), t \geqq 0\}$ be an isotropic stochastic process with stationary independent increments having its values in $d$-dimensional Euclidean space, $d \geqq 2$. Let $R_t = |X_t|$ be the radial process. It is proved (except for a rather trivial exception) that the Markov process $\{R_t\}$ hits points if and only if the real process $\{X_t^1\}$ hits points; a simple analytic criterion for the latter possibility has been known now for some time. If $x > 0$, the sets $\{t: R_t = x\}$ and $\{t: X_t^1 = 0\}$ are then shown to have the same size in the sense that there is an exact Hausdorff measure function that works for both. Finally, if $X^1$ hits points, it is shown that then $X$ will hit any reasonable smooth surface.
Publié le : 1973-08-14
Classification:  Markov process,  stationary independent increments,  isotropic process,  radial process,  $\lambda$-capacity,  hitting probability,  regular point,  potential kernel,  exact Hausdorff measure function,  60J30,  60J25,  60J40,  60J45
@article{1176996890,
     author = {Millar, P. W.},
     title = {Radial Processes},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 613-626},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996890}
}
Millar, P. W. Radial Processes. Ann. Probab., Tome 1 (1973) no. 5, pp.  613-626. http://gdmltest.u-ga.fr/item/1176996890/