Fluctuations of Multi-Dimensional Kingman-L\'Evy Processes
Probability
2009-09-09 v1
Abstract
In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to study multi-dimensional Bessel processes in terms of the cooresponding Brownian motions. Our further aim in this paper is to introduce k-dimensional Kingman-L\'evy (KL) processes and prove some of their fluctuation properties which are analoguous to that of k-symmetric L\'evy processes. In particular, the L\'evy-It\^o decomposition and the series representation of Rosi\'nski type for k-dimensional KL-processes are obtained.
Cite
@article{arxiv.0909.1331,
title = {Fluctuations of Multi-Dimensional Kingman-L\'Evy Processes},
author = {Thu Nguyen},
journal= {arXiv preprint arXiv:0909.1331},
year = {2009}
}
Comments
15 pages