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Criteria for recurrence and transience of semistable processes

Published online by Cambridge University Press:  22 January 2016

Gyeong Suck Choi
Gyeong Suck Choi*
Affiliation:
Department of Mathematics, School of Science, Nagoya University, Chikusa-ku, Nagoya, 464-01, Japan
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The definition of semistable laws was originally given by Lévy in [11]. Two books, Kagan, Linnik and Rao [6] and Ramachandran and Lau [13], call a probability measure on R “semistable” when it is nondegenerate and its characteristic function (ch.f.) f(z) does not vanish on R and satisfies a functional equation of the form

for some real numbers b (0 < | b | <1) and c > 1.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 134 , June 1994 , pp. 91 - 106
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1994

References

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