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math.PR2009
On a zero-one law for the norm process of transient random walk
Ayako Matsumoto, Kouji Yano
A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeul…
math.PR2009
Two kinds of conditionings for stable Lévy processes
Kouji Yano
Two kinds of conditionings for one-dimensional stable Lévy processes are discussed via -transforms of excursion measures: One is to stay positive, and the other is to avoid th…