Harmonic analysis of additive Levy processes
Abstract
Let denote independent -dimensional L\'evy processes, and consider the -parameter random field First we demonstrate that for all nonrandom Borel sets , the Minkowski sum , of the range of with , can have positive -dimensional Lebesgue measure if and only if a certain capacity of 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.
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}
}