Fluctuations of Multi-Dimensional Kingman-LÉvy Processes

Details Fluctuations of Multi-Dimensional Kingman-LÉvy Processes Fluctuations of Multi-Dimensional Kingman-LÉvy Processes

2009-09-07

arxiv.org/abs/0909.1331v1

Mathematics

Probability

15 pages

Scientific paper

In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to study multi-dimensional Bessel processes in terms of the cooresponding Brownian motions. Our further aim in this paper is to introduce k-dimensional Kingman-L\'evy (KL) processes and prove some of their fluctuation properties which are analoguous to that of k-symmetric L\'evy processes. In particular, the L\'evy-It\^o decomposition and the series representation of Rosi\'nski type for k-dimensional KL-processes are obtained.

Affiliated with

Also associated with

No associations

Rating

Fluctuations of Multi-Dimensional Kingman-LÉvy Processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Fluctuations of Multi-Dimensional Kingman-LÉvy Processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fluctuations of Multi-Dimensional Kingman-LÉvy Processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-107387