English

Harmonic analysis of additive Levy processes

Probability 2007-06-29 v1

Abstract

Let X1,...,XNX_1,...,X_N denote NN independent dd-dimensional L\'evy processes, and consider the NN-parameter random field \X(t):=X1(t1)+...+XN(tN).\X(\bm{t}):= X_1(t_1)+...+X_N(t_N). First we demonstrate that for all nonrandom Borel sets FRdF\subseteq\R^d, the Minkowski sum \X(R+N)F\X(\R^N_+)\oplus F, of the range \X(R+N)\X(\R^N_+) of \X\X with FF, can have positive dd-dimensional Lebesgue measure if and only if a certain capacity of FF is positive. This improves our earlier joint effort with Yuquan Zhong \ycite{KXZ:03} by removing a symmetry-type condition there. Moreover, we show that under mild regularity conditions, our necessary and sufficient condition can be recast in terms of one-potential densities. This rests on developing results in classical [non-probabilistic] harmonic analysis that might be of independent interest. As was shown in \fullocite{KXZ:03}, the potential theory of the type studied here has a large number of consequences in the theory of L\'evy processes. We present a few new consequences here.

Keywords

Cite

@article{arxiv.0706.4164,
  title  = {Harmonic analysis of additive Levy processes},
  author = {Davar Khoshnevisan and Yimin Xiao},
  journal= {arXiv preprint arXiv:0706.4164},
  year   = {2007}
}
R2 v1 2026-06-21T08:42:52.331Z