Hitting Probabilities of Finite Points for One-Dimensional L\'{e}vy Processes
Probability
2026-02-11 v1
Abstract
For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the -matrix of the trace process on the finite set. These formulas involve solely the renormalized zero resolvent.
Cite
@article{arxiv.2602.09342,
title = {Hitting Probabilities of Finite Points for One-Dimensional L\'{e}vy Processes},
author = {Kohki Iba},
journal= {arXiv preprint arXiv:2602.09342},
year = {2026}
}
Comments
14 pages