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math.PR2004

Capacities in Wiener Space, Quasi-Sure Lower Functions, and Kolmogorov's Epsilon-Entropy

Davar Khoshnevisan, David A. Levin, Pedro J. Mendez-Hernandez

We propose a set-indexed family of capacities on the classical Wiener space . This family interpolates between the Wiener measure ($\cap_{…

math.PR2004

Exceptional Times and Invariance for Dynamical Random Walks

Davar Khoshnevisan, David A. Levin, Pedro J. Mendez-Hernandez

Consider a sequence {X(i,0) : i = 1, ..., n} of i.i.d. random variables. Associate to each X(i,0) an independent mean-one Poisson clock. Every time a clock rings replace that X-var…

math.PR2004

α-Continuity Properties of Stable Processes

R. D. DeBlassie, Pedro J. Mendez-Hernandez

Let be a domain of finite Lebesgue measure in $\bR^d$ and let be the symmetric -stable process killed upon exiting . Each element of the set $\{λ_i^α\}_{i=1}^\inf…

math.PR2004

On the shape of the ground state eigenfunction for stable processes

Rodrigo Banuelos, Tadeusz Kulczycki, Pedro J. Mendez-Hernandez

We prove that the ground state eigenfunction for symmetric stable processes of order killed upon leaving the interval is concave on . We ca…

math.PR2003

On Dynamical Gaussian Random Walks

D. Khoshnevisan, D. A. Levin, P. J. Mendez-Hernandez

Motivated by the recent work of Benjamini, Haggstrom, Peres, and Steif (2003) on dynamical random walks, we: Prove that, after a suitable normalization, the dynamical Gaussian walk…