Electronic Communications in Probability

Eventual Intersection for Sequences of Lévy Processes

Steven Evans and Yuval Peres

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Consider the events $\{F_n \cap \bigcup_{k=1}^{n-1} F_k = \emptyset\}$, $n \in N$, where $(F_n)_{n=1}^\infty$ is an i.i.d. sequence of stationary random subsets of a compact group $G$. A plausible conjecture is that these events will not occur infinitely often with positive probability if $P\{F_i \cap F_j \ne \emptyset \mid F_j\} \gt 0$ a.s. for $i \ne j$. We present a counterexample to show that this condition is not sufficient, and give one that is. The sufficient condition always holds when $F_n = \{X_t^n : 0 \le t \le T\}$ is the range of a Lévy process $X^n$ on the $d$-dimensional torus with uniformly distributed initial position and $P\{\exists 0 \le s, t \le T : X_s^i = X_t^j \} \gt 0$ for $i \ne j$. We also establish an analogous result for the sequence of graphs $\{(t,X_t^n) : 0 \le t \le T\}$.

Article information

Electron. Commun. Probab., Volume 3 (1998), paper no. 3, 21-27.

Accepted: 13 April 1998
First available in Project Euclid: 2 March 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60J30
Secondary: 60G17: Sample path properties 60G57: Random measures 60J45: Probabilistic potential theory [See also 31Cxx, 31D05]

Lévy process hitting probability range graph random measure random set stationary

This work is licensed under aCreative Commons Attribution 3.0 License.


Evans, Steven; Peres, Yuval. Eventual Intersection for Sequences of Lévy Processes. Electron. Commun. Probab. 3 (1998), paper no. 3, 21--27. doi:10.1214/ECP.v3-989. https://projecteuclid.org/euclid.ecp/1456935909

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