Iddo Eliazar (TAU)

will speak on

On the exit problem for Levy subordinates.

Abstract:

Joint work with Joseph Klafter. We study the exit problem for Levy subordinates, focusing on two key questions: (i) how long will it take a Levy subordinate, starting from the origin, to cross a barrier $x>0$? and; (ii) when crossing it, how big is the `leap' over the barrier? We develop analytical results regarding the first exit times and `leapovers' of general Levy subordinates, and explore their asymptotic behavior and scaling limits. In the case of scale-invariant subordinates exact (rather than asymptotic) results are obtained.

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Last update on 20/10/02.