A geometric interpretation of the transition density of a symmetric Lévy process

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

  • Niels Jacob - , Swansea University (Autor:in)
  • Victorya Knopova - , NASU - Glushkov Institute of Cybernetics (Autor:in)
  • Sandra Landwehr - , Heinrich Heine Universität Düsseldorf (Autor:in)
  • R. L. Schilling - , Professur für Wahrscheinlichkeitstheorie (Autor:in)

Abstract

We study for a class of symmetric Lévy processes with state space ℝ n the transition density p t (x) in terms of two one-parameter families of metrics, (d t) t>0 and (δ t) t>0. The first family of metrics describes the diagonal term p t (0); it is induced by the characteristic exponent ψ of the Lévy process by d t(x,y)=√tψ(x-y). The second and new family of metrics δ t relates to √tψ through the formula,where F denotes the Fourier transform. Thus we obtain the following "Gaussian" representation of the transition density:corresponds to a volume term related to p t(0) and where an √tψ. This gives a complete and new geometric, intrinsic interpretation of p t(x).

Details

OriginalspracheEnglisch
Seiten (von - bis)1099-1126
Seitenumfang28
FachzeitschriftScience China : Mathematics
Jahrgang55
Ausgabenummer6
PublikationsstatusVeröffentlicht - Juni 2012
Peer-Review-StatusJa

Schlagworte

ASJC Scopus Sachgebiete

Schlagwörter

  • heat kernel bounds, infinitely divisible distributions, Lévy processes, metric measure spaces, self-reciprocal distributions, transition function estimates