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Transience conditions for self-similar additive processes - MaRDI portal

Transience conditions for self-similar additive processes (Q1574803)

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scientific article; zbMATH DE number 1490088
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English
Transience conditions for self-similar additive processes
scientific article; zbMATH DE number 1490088

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    Transience conditions for self-similar additive processes (English)
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    3 July 2001
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    It is proved that a proper self-similar additive random process on \(R^d\) with independent but non-homogeneous increments is transient if \(d\geq 3\). For \(d=1,2\) sufficient conditions are presented.
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    self-similarity
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    transience
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    recurrence
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