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Infinitely divisible processes and their potential theory. II

Sidney C. Port;  Charles J. Stone — 1971

Annales de l'institut Fourier

This second part of our two part work on i.d. process has four main goals: (1) To develop a potential operator for recurrent i.d. (infinitely divisible) processes and to use this operator to find the asymptotic behavior of the hitting distribution and Green’s function for relatively compact sets in the recurrent case. (2) To develop the appropriate notion of an equilibrium measure and Robin’s constant for Borel sets. (3) To establish the asymptotic behavior questions...

Infinitely divisible processes and their potential theory. I

Sidney C. Port;  Charles J. Stone — 1971

Annales de l'institut Fourier

We show that associated with every i.d. (infinitely divisible) process on a locally compact, non-compact 2nd countable Abelian group is a corresponding potential theory that yields definitive results on the behavior of the process in both space and time. Our results are general, no density or other smoothness assumptions are made on the process. In this first part of two part work we have four main goals. (1) To lay the probabilistic foundation of such processes. This mainly consists...

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