English

Local moduli of continuity for permanental processes that are zero at zero

Probability 2024-02-13 v1

Abstract

Let u(s,t)u(s,t) be a continuous potential density of a symmetric L\'evy process or diffusion with state space TT killed at T0T_{0}, the first hitting time of 00, or at λT0\lambda \wedge T_{0}, where λ\lambda is an independent exponential time. Let f(t)=Tu(t,v)dμ(v), f(t)=\int_{T} u(t,v)\,d\mu(v), where μ\mu is a finite positive measure on TT. Let Xα={Xα(t),tT}X_{\alpha}=\{X_{\alpha}(t),t\in T \} be an α\alpha-permanental process with kernel v(s,t)=u(s,t)+f(t). v(s,t)=u(s,t)+f(t). Then when limt0u(t,t)=0\lim_{t\to 0}u(t,t)=0, lim supt0Xα(t)u(t,t)loglog1/t1,a.s. \limsup_{t\downarrow 0}\frac{X_{\alpha}(t )}{u(t,t)\log \log 1/t }\ge 1 ,\qquad \text{a.s.} and lim supt0Xα(t)u(t,t)loglog1/t1+Cu,h,a.s. \limsup_{t\downarrow 0}\frac{X_{\alpha}(t )}{u(t,t)\log \log 1/t }\le 1+C_{u,h} ,\qquad \text{a.s.} where Cu,μμC_{u,\mu}\le |\mu| is a constant that depends on both uu and μ\mu, which is given explicitly, and is different in the different examples.

Keywords

Cite

@article{arxiv.2402.07074,
  title  = {Local moduli of continuity for permanental processes that are zero at zero},
  author = {Michael B. Marcus and Jay Rosen},
  journal= {arXiv preprint arXiv:2402.07074},
  year   = {2024}
}

Comments

arXiv admin note: text overlap with arXiv:2302.10262

R2 v1 2026-06-28T14:45:08.469Z