English

A transience condition for a class of one-dimensional symmetric L\'evy processes

Probability 2013-08-22 v1

Abstract

In this paper, we give a sufficient condition for transience for a class of one-dimensional symmetric L\'evy processes. More precisely, we prove that a one-dimensional symmetric L\'evy process with the L\'evy measure ν(dy)=f(y)dy\nu(dy)=f(y)dy or ν({n})=pn\nu(\{n\})=p_n, where the density function f(y)f(y) is such that f(y)>0f(y)>0 a.e. and the sequence {pn}n1\{p_n\}_{n\geq1} is such that pn>0p_n>0 for all n1n\geq1, is transient if 1dyy3f(y)<orn=11n3pn<.\int_1^{\infty}\frac{dy}{y^{3}f(y)}<\infty\quad\textrm{or}\quad \sum_{n=1}^{\infty}\frac{1}{n^{3}p_n}<\infty. Similarly, we derive an analogous transience condition for one-dimensional symmetric random walks with continuous and discrete jumps.

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Cite

@article{arxiv.1308.4626,
  title  = {A transience condition for a class of one-dimensional symmetric L\'evy processes},
  author = {Nikola Sandrić},
  journal= {arXiv preprint arXiv:1308.4626},
  year   = {2013}
}

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13 pages