Hitting Probabilities of Finite Points for One-Dimensional Lévy Processes
Fuente:
arXiv
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| Main Author: | |
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866912893782458368 |
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| author | Iba, Kohki |
| author_facet | Iba, Kohki |
| contents | For a one-dimensional Lévy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the $Q$-matrix of the trace process on the finite set. These formulas involve solely the renormalized zero resolvent. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_09342 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Hitting Probabilities of Finite Points for One-Dimensional Lévy Processes Iba, Kohki Probability For a one-dimensional Lévy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the $Q$-matrix of the trace process on the finite set. These formulas involve solely the renormalized zero resolvent. |
| title | Hitting Probabilities of Finite Points for One-Dimensional Lévy Processes |
| topic | Probability |
| url | https://arxiv.org/abs/2602.09342 |