Typical long time behaviour of ground state-transformed jump processes
Probability
2018-06-29 v1 Mathematical Physics
math.MP
Abstract
We consider a class of L\'evy-type processes derived via a Doob-transform from L\'evy processes conditioned by a control function called potential. These processes have position-dependent and generally unbounded components, with stationary distributions given by the ground states of the L\'evy generators perturbed by the potential. We derive precise lower and upper envelopes for the almost sure long time behaviour of these ground state-transformed L\'evy processes, characterized through escape rates and integral tests. We also highlight the role of the parameters by specific examples.
Cite
@article{arxiv.1806.10657,
title = {Typical long time behaviour of ground state-transformed jump processes},
author = {Kamil Kaleta and József Lőrinczi},
journal= {arXiv preprint arXiv:1806.10657},
year = {2018}
}
Comments
27 pages