English

On the mean exit time from a ball for a symmetric stable process

Probability 2025-03-18 v1

Abstract

Getoor in [3] calculated the mean exit time from a ball for the standard isotropic α\alpha-stable process in Rd\mathbb{R}^d starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the same formula is valid for any symmetric α\alpha-stable process.

Cite

@article{arxiv.2503.12272,
  title  = {On the mean exit time from a ball for a symmetric stable process},
  author = {Michal Ryznar},
  journal= {arXiv preprint arXiv:2503.12272},
  year   = {2025}
}
R2 v1 2026-06-28T22:22:14.539Z