English

L{\'e}vy processes: concentration function and heat kernel bounds

Probability 2019-07-02 v1

Abstract

We investigate densities of vaguely continuous convolution semigroups of probability measures on Rd\mathbb{R}^d. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are equivalent to the behaviour of the maximum of the density as a function of time variable. We also prove qualitative lower estimates under mild assumptions on the corresponding jump measure and the characteristic exponent.

Keywords

Cite

@article{arxiv.1907.00778,
  title  = {L{\'e}vy processes: concentration function and heat kernel bounds},
  author = {Tomasz Grzywny and Karol Szczypkowski},
  journal= {arXiv preprint arXiv:1907.00778},
  year   = {2019}
}

Comments

arXiv admin note: substantial text overlap with arXiv:1710.07793