paper

Hitting Probabilities of Finite Points for One-Dimensional Lévy Processes

arXiv:2602.09342

Abstract

For a one-dimensional Lévy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the -matrix of the trace process on the finite set. These formulas involve solely the renormalized zero resolvent.

14 pages

Hitting Probabilities of Finite Points for One-Dimensional Lévy Processes · wovepaper