当前位置: X-MOL 学术J. Theor. Probab. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2021-05-05 , DOI: 10.1007/s10959-021-01102-8
Christian Mönch

We show that \(\mathbb {P}( \ell _X(0,T] \le 1)=(c_X+o(1))T^{-(1-H)}\), where \(\ell _X\) is the local time measure at 0 of any recurrent H-self-similar real-valued process X with stationary increments that admits a sufficiently regular local time and \(c_X\) is some constant depending only on X. A special case is the Gaussian setting, i.e. when the underlying process is fractional Brownian motion, in which our result settles a conjecture by Molchan [Commun. Math. Phys. 205, 97-111 (1999)] who obtained the upper bound \(1-H\) on the decay exponent of \(\mathbb {P}( \ell _X(0,T] \le 1)\). Our approach establishes a new connection between persistence probabilities and Palm theory for self-similar random measures, thereby providing a general framework which extends far beyond the Gaussian case.



中文翻译:

具有平稳增量的自相似过程在本地时间的持久指数的普遍性

我们证明\(\ mathbb {P}(\ ell _X(0,T] \ le 1)=(c_X + o(1))T ^ {-(1-H)} \),其中\(\ ell _X \)是任何具有固定增量的递归H-自相似实值过程X在0处的局部时间度量,它允许有足够规则的局部时间,并且\(c_X \)是仅取决于X的某个常数。是高斯设置,即当基础过程是分数布朗运动时,在该过程中我们的结果解决了Molchan [Commun。Math。Phys。205,97-111(1999)]的猜想,该猜想获得了上界\(1-H \)关于\(\ mathbb {P}(\ ell _X(0,T] \ le 1)\)的衰减指数。我们的方法在持久性概率与Palm理论之间建立了新的联系,用于自相似随机度量,从而提供了远远超出高斯案例的一般框架。

更新日期:2021-05-06
down
wechat
bug