Local moduli of continuity for permanental processes that are zero at zero
arxiv(2024)
摘要
Let u(s,t) be a continuous potential density of a symmetric Lévy process
or diffusion with state space T killed at T_0, the first hitting time of
0, or at λ∧ T_0, where λ is an independent
exponential time. Let
f(t)=∫_T u(t,v) dμ(v),
where μ is a finite positive measure on T. Let
X_α={X_α(t),t∈ T } be an α-permanental process with
kernel
v(s,t)=u(s,t)+f(t).
Then when lim_t→ 0u(t,t)=0,
lim sup_t↓ 0X_α(t )/u(t,t)loglog 1/t ≥ 1
, a.s.
and
lim sup_t↓ 0X_α(t )/u(t,t)loglog 1/t ≤
1+C_u,h , a.s.
where C_u,μ≤ |μ| is a constant that
depends on both u and μ, which is given explicitly, and is different in
the different examples.
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