Yaglom limit for stable processes in cones

DOI10.1214/18-EJP133zbMath1390.31002arXiv1612.03548OpenAlexW2567178378WikidataQ110598124 ScholiaQ110598124MaRDI QIDQ1748912

Zbigniew Palmowski, Longmin Wang, Krzysztof Bogdan

Publication date: 15 May 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03548

zbMATH Keywords

Green functionMartin kernelstable processquasi-stationary measureYaglom limitLipschitz cone

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Probabilistic potential theory (60J45)

Related Items

Persistence of heavy-tailed sample averages: principle of infinitely many big jumps, Self-similar solution for fractional Laplacian in cones, Yaglom limit for unimodal Lévy processes, Entrance laws at the origin of self-similar Markov processes in high dimensions, Semilinear Dirichlet problem for the fractional Laplacian, Yaglom limit for stochastic fluid models, Alternative constructions of a harmonic function for a random walk in a cone, Stable Lévy processes in a cone

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