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January 2002 Level Sets of Additive Lévy Processes
Davar Khoshnevisan, Yimin Xiao
Ann. Probab. 30(1): 62-100 (January 2002). DOI: 10.1214/aop/1020107761

Abstract

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.

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Davar Khoshnevisan. Yimin Xiao. "Level Sets of Additive Lévy Processes." Ann. Probab. 30 (1) 62 - 100, January 2002. https://doi.org/10.1214/aop/1020107761

Information

Published: January 2002
First available in Project Euclid: 29 April 2002

zbMATH: 1019.60049
Digital Object Identifier: 10.1214/aop/1020107761

Subjects:
Primary: 60G60
Secondary: 60J45

Keywords: Additive stable processes , potential theory

Rights: Copyright © 2002 Institute of Mathematical Statistics

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Vol.30 • No. 1 • January 2002
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