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 . 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.
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