The Annals of Probability
- Ann. Probab.
- Volume 30, Number 1 (2002), 62-100.
Level Sets of Additive Lévy Processes
We provide a probabilistic interpretation of a class of natural capacities on Euclidean space in terms of the level sets of a suitably chosen multiparameter additive Lévy process X. We also present several probabilistic applications of the aforementioned potential-theoretic connections. They include areas such as intersections of Lévy processes and level sets, as well as Hausdorff dimension computations.
Ann. Probab., Volume 30, Number 1 (2002), 62-100.
First available in Project Euclid: 29 April 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60G60: Random fields
Secondary: 60J45: Probabilistic potential theory [See also 31Cxx, 31D05]
Khoshnevisan, Davar; Xiao, Yimin. Level Sets of Additive Lévy Processes. Ann. Probab. 30 (2002), no. 1, 62--100. doi:10.1214/aop/1020107761. https://projecteuclid.org/euclid.aop/1020107761