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On the Shape of the Ground State Eigenfunction for Stable Processes
- Source :
- Potential Analysis; May 2006, Vol. 24 Issue: 3 p205-221, 17p
- Publication Year :
- 2006
-
Abstract
- We prove that the ground-state eigenfunction for symmetric stable processes of order α∈(0,2) killed upon leaving the interval (−1,1) is concave on . We call this property “mid-concavity”. A similar statement holds for rectangles in ℝd, d>1. These result follow from similar results for finite-dimensional distributions of Brownian motion and subordination.
Details
- Language :
- English
- ISSN :
- 09262601 and 1572929X
- Volume :
- 24
- Issue :
- 3
- Database :
- Supplemental Index
- Journal :
- Potential Analysis
- Publication Type :
- Periodical
- Accession number :
- ejs29207718
- Full Text :
- https://doi.org/10.1007/s11118-005-8569-9