Loughborough University
Leicestershire, UK
LE11 3TU
+44 (0)1509 263171
Loughborough University

Loughborough University Institutional Repository

Please use this identifier to cite or link to this item: https://dspace.lboro.ac.uk/2134/36034

Title: Typical long time behaviour of ground state-transformed jump processes
Authors: Kaleta, Kamil
Lorinczi, Jozsef
Keywords: Fluctuations of jump processes
P(ϕ)1-processes
Stationary distributions
FeynmanKac semigroups
Non-local Schrodinger operators
Potentials
Ground states
Issue Date: 2018
Publisher: © World Scientific Publishing
Citation: KALETA, K. and LORINCZI, J., 2018. Typical long time behaviour of ground state-transformed jump processes. Communications in Contemporary Mathematics, Doi: 10.1142/S0219199719500020.
Abstract: We consider a class of Levy-type processes derived via a Doob-transform from Levy 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 Levy generators perturbed by the potential. We derive precise lower and upper envelopes for the almost sure long time behaviour of these ground state-transformed Levy processes, characterized through escape rates and integral tests. We also highlight the role of the parameters by specific examples.
Description: This paper is closed access until 12 months after the date of publication.
Sponsor: The research of K. Kaleta was supported by the National Science Center, Poland, grant 2015/17/B/ST1/0123.
Version: Accepted for publication
DOI: 10.1142/S0219199719500020
URI: https://dspace.lboro.ac.uk/2134/36034
Publisher Link: https://doi.org/10.1142/S0219199719500020
ISSN: 0219-1997
Appears in Collections:Closed Access (Maths)

Files associated with this item:

File Description SizeFormat
CCM.pdfAccepted version204.26 kBAdobe PDFView/Open

 

SFX Query

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.