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January 1996 Small gaps in the range of stable processes
T. S. Mountford, S. C. Port
Ann. Probab. 24(1): 438-452 (January 1996). DOI: 10.1214/aop/1042644725

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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T. S. Mountford. S. C. Port. "Small gaps in the range of stable processes." Ann. Probab. 24 (1) 438 - 452, January 1996. https://doi.org/10.1214/aop/1042644725

Information

Published: January 1996
First available in Project Euclid: 15 January 2003

zbMATH: 0862.60062
MathSciNet: MR1387644
Digital Object Identifier: 10.1214/aop/1042644725

Subjects:
Primary: 60J30 , 60J99

Keywords: gaps in range , ‎range‎ , Stable process

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.24 • No. 1 • January 1996
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