English

Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable L\'evy processes

Probability 2020-11-17 v1

Abstract

Suppose that S\mathsf{S} is a closed set of the unit sphere Sd1={xRd:x=1}\mathbb{S}^{d-1} = \{x\in \mathbb{R}^d: |x| =1\} in dimension d2d\geq2, which has positive surface measure. We construct the law of absorption of an isotropic stable L\'evy process in dimension d2d\geq2 conditioned to approach S\mathsf{S} continuously, allowing for the interior and exterior of Sd1\mathbb{S}^{d-1} to be visited infinitely often. Additionally, we show that this process is in duality with the underlying stable L\'evy process. We can replicate the aforementioned results by similar ones in the setting that S\mathsf{S} is replaced by D\mathsf{D}, a closed bounded subset of the hyperplane {xRd:(x,v)=0}\{x\in\mathbb{R}^d : (x, v) = 0\} with positive surface measure, where vv is the unit orthogonal vector and where (,)(\cdot,\cdot ) is the usual Euclidean inner product. Our results complement similar results of the authors Kyprianou, Palau and Saizmaa (2020) in which the stable process was further constrained to attract to and repel from S\mathsf{S} from either the exterior or the interior of the unit sphere.

Keywords

Cite

@article{arxiv.2011.07402,
  title  = {Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable L\'evy processes},
  author = {Mateusz Kwaśniki and Andreas E. Kyprianou and Sandra Palau and Tsogzolmaa Saizmaa},
  journal= {arXiv preprint arXiv:2011.07402},
  year   = {2020}
}