2134/36034
Kamil Kaleta
Kamil
Kaleta
Jozsef Lorinczi
Jozsef
Lorinczi
Typical long time behaviour of ground state-transformed jump processes
Loughborough University
2018
Fluctuations of jump processes
P(ϕ)1-processes
Stationary distributions
FeynmanKac semigroups
Non-local Schrodinger operators
Potentials
Ground states
Mathematical Sciences not elsewhere classified
2018-11-16 14:18:56
Journal contribution
https://repository.lboro.ac.uk/articles/journal_contribution/Typical_long_time_behaviour_of_ground_state-transformed_jump_processes/9377372
We consider a class of Levy-type processes derived via a Doob-transform from Levy processes conditioned by a control function called potential. These processes have position-dependent and generally unbounded components, with stationary distributions given by the ground states of the Levy generators perturbed by the potential. We derive precise lower and upper envelopes for the almost sure long time behaviour of these ground state-transformed Levy processes, characterized through escape rates and integral tests. We also highlight the role of the parameters by specific examples.