A transience condition for a class of one-dimensional symmetric Lévy processes

preprint2013arXivOpen access

Abstract

In this paper, we give a sufficient condition for transience for a class of one-dimensional symmetric Lévy processes. More precisely, we prove that a one-dimensional symmetric Lévy process with the Lévy measure ν(dy)=f(y)dyν(dy)=f(y)dy or ν({n})=pnν(\{n\})=p_n, where the density function f(y)f(y) is such that f(y)>0f(y)>0 a.e. and the sequence {pn}n≥1\{p_n\}_{n\geq1} is such that pn>0p_n>0 for all n≥1n\geq1, is transient if ∫1∞dyy3f(y)<∞or∑n=1∞1n3pn<∞.\int_1^{\infty}\frac{dy}{y^{3}f(y)}<\infty\quad\textrm{or}\quad \sum_{n=1}^{\infty}\frac{1}{n^{3}p_n}<\infty. Similarly, we derive an analogous transience condition for one-dimensional symmetric random walks with continuous and discrete jumps.

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