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比利时vs摩洛哥足彩
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比利时vs摩洛哥足彩
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university of california san diego
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math 288 - probability seminar
pat fitzsimmons
ucsd
recurrent extensions of self-similar markov processes
abstract:
let $x=(x_t)_{t\ge 0}$ be a self-similar markov process with values in the non-negative half line, such that the state $0$ is a trap. we present a necessary and sufficient condition for the existence of a self-similar recurrent extension of $x$ that leaves $0$ continuously. this condition is expressed in terms of the l\'evy process associated with $x$ by the lamperti transformation.
host:
april 27, 2006
10:00 am
ap&m 6218
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