The most visited sites of certain Lévy processes

DOI10.1023/A:1012295810270zbMath0991.60035OpenAlexW160084337MaRDI QIDQ5952046

Michael B. Marcus

Publication date: 14 August 2002

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

Full work available at URL: https://doi.org/10.1023/a:1012295810270

zbMATH Keywords

regular variationlocal timeLévy processGaussian process with stationary incrementsmost visited siteRay-Knight theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (8)

The escape rate of favorite sites of simple random walk and Brownian motion. ⋮ The rate of escape of the most visited site of Brownian motion ⋮ Favorite sites of randomly biased walks on a supercritical Galton-Watson tree ⋮ On the monotonicity of a function related to the local time of a symmetric Lévy process ⋮ Lévy processes: capacity and Hausdorff dimension ⋮ Three favorite sites occurs infinitely often for one-dimensional simple random walk ⋮ On the favorite points of symmetric Lévy processes ⋮ On the most visited sites of symmetric Markov processes.

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