Symmetric Rearrangements Around Infinity with Applications to Levy Processes

Details Symmetric Rearrangements Around Infinity with Applications to Levy Processes Symmetric Rearrangements Around Infinity with Applications to Levy Processes

2011-10-25

arxiv.org/abs/1110.5592v1

Mathematics

Probability

Scientific paper

We prove a new rearrangement inequality for multiple integrals, which partly generalizes a result of Friedberg and Luttinger (1976) and can be interpreted as involving symmetric rearrangements of domains around infinity. As applications, we prove two comparison results for general Levy processes and their symmetric rearrangements. The first application concerns the survival probability of a point particle in a Poisson field of moving traps following independent Levy motions. We show that the survival probability can only increase if the point particle does not move, and the traps and the Levy motions are symmetrically rearranged. This essentially generalizes an isoperimetric inequality of Peres and Sousi (2011) for the Wiener sausage. In the second application, we show that the q-capacity of a Borel measurable set for a Levy process can only increase if the set and the Levy process are symmetrically rearranged. This result generalizes an inequality obtained by Watanabe (1983) for symmetric Levy processes.

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