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arxiv: 1711.04210 · v2 · pith:DL36IAZXnew · submitted 2017-11-12 · 🧮 math.PR

On the favorite points of symmetric L\'evy processes

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keywords processesfavoritepointssymmetricasymptoticbehaviorclassconcerned
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This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of L\'evy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we extend the result of Marcus (2001) on the favorite points to a larger class of symmetric L\'evy processes.

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