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Exit Times of Symmetric Stable Processes from Unbounded Convex Domains


 
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1. Title Title of document Exit Times of Symmetric Stable Processes from Unbounded Convex Domains
 
2. Creator Author's name, affiliation, country Pedro J Mendez; Universidad de Costa Rica
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) stable process, exit times, unbounded domains
 
3. Subject Subject classification 60J60
 
4. Description Abstract We provide several inequalities on the asymptotic behavior of the harmonic measure of the first exit position of a $d$-dimensional symmetric stable process from a unbounded convex domain. Our results on the harmonic measure will determine the asymptotic behavior of the distributions of the first exit time from the domain. These inequalities are given in terms of the growth of the inradius of the cross sections of the domain.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2007-01-31
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/393
 
10. Identifier Digital Object Identifier 10.1214/EJP.v12-393
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 12
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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