Small gaps in the range of stable processes

Small gaps in the range of stable processes

T. S. Mountford and S. C. Port

Source: Ann. Probab. Volume 24, Number 1 (1996), 438-452.

Abstract

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.

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Primary Subjects: 60J30, 60J99

Keywords: Stable process; range; gaps in range

Full-text: Open access

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1042644725
Mathematical Reviews number (MathSciNet): MR1387644
Digital Object Identifier: doi:10.1214/aop/1042644725
Zentralblatt MATH identifier: 0862.60062

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Zentralblatt MATH: 0681.60068

Digital Object Identifier: doi:10.2307/2001430

JSTOR: links.jstor.org

LOS ANGELES, CALIFORNIA 90024 E-mail: port@math.ucla.edu

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