Conditioning to avoid bounded sets for a one-dimensional Lévy processes
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866913636956504064 |
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| author | Iba, Kohki |
| author_facet | Iba, Kohki |
| contents | For several classes of bounded sets $A$, the limit of a one-dimensional Lévy process conditioned to avoid $A$ up to a parametrized random time which tends to infinity. For $A$ we take the set of finite points with several clocks and a bounded $F_σ$-set with exponential clock. We also take an integer lattice with exponential clock. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_02776 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Conditioning to avoid bounded sets for a one-dimensional Lévy processes Iba, Kohki Probability For several classes of bounded sets $A$, the limit of a one-dimensional Lévy process conditioned to avoid $A$ up to a parametrized random time which tends to infinity. For $A$ we take the set of finite points with several clocks and a bounded $F_σ$-set with exponential clock. We also take an integer lattice with exponential clock. |
| title | Conditioning to avoid bounded sets for a one-dimensional Lévy processes |
| topic | Probability |
| url | https://arxiv.org/abs/2501.02776 |