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October, 1978 Asymmetric Cauchy Processes: Sample Functions at Last Zero
Ditlev Monrad
Ann. Probab. 6(5): 771-787 (October, 1978). DOI: 10.1214/aop/1176995428

Abstract

For asymmetric Cauchy processes an integral test is given for the sample function growth immediately after the process has been zero for the last time.

Citation

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Ditlev Monrad. "Asymmetric Cauchy Processes: Sample Functions at Last Zero." Ann. Probab. 6 (5) 771 - 787, October, 1978. https://doi.org/10.1214/aop/1176995428

Information

Published: October, 1978
First available in Project Euclid: 19 April 2007

zbMATH: 0409.60039
MathSciNet: MR494462
Digital Object Identifier: 10.1214/aop/1176995428

Subjects:
Primary: 60G17
Secondary: 60J25 , 60J30 , 60J40 , 60J55

Keywords: last zero , Local time , Rate of escape , sample function growth , Stable process , stationary independent increments , stochastic process , zero-free intervals

Rights: Copyright © 1978 Institute of Mathematical Statistics

Vol.6 • No. 5 • October, 1978
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