A note about Khoshnevisan--Xiao conjecture

dc.creatorManstavičius, Martynas
dc.date2006-09-25
dc.date.accessioned2026-07-07T07:25:13Z
dc.date.available2026-07-07T07:25:13Z
dc.descriptionKhoshnevisan and Xiao showed in [Ann. Probab. 33 (2005) 841--878] that the statement about almost surely vanishing Bessel--Riesz capacity of the image of a Borel set $G\subset\mathbb{R}_+$ under a symmetric Lévy process $X$ in $\mathbb{R}^d$ is equivalent to the vanishing of a deterministic $f$-capacity for a particular function $f$ defined in terms of the characteristic exponent of $X$. The authors conjectured that a similar statement is true for all Lévy processes in $\mathbb{R}^d$. We show that the conjecture is true provided we extend the definition of $f$ and require certain integrability conditions which cannot be avoided in general.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117906000000197 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0609696
dc.identifierhttp://arxiv.org/abs/math/0609696
dc.identifierAnnals of Probability 2006, Vol. 34, No. 4, 1635-1640
dc.identifierdoi:10.1214/009117906000000197
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/116645
dc.subjectProbability
dc.subject60J45 (Primary) 60G51, 60J25 (Secondary)
dc.titleA note about Khoshnevisan--Xiao conjecture
dc.typetext

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