The persistence exponent conjecture for integrated stable Lévy processes
The persistence exponent conjecture for integrated stable Lévy processes
Let be a strictly -stable Lévy process, let , and define . The stable Lévy persistence conjecture. If
then there exists such that
The paper notes that this is proved only in the spectrally positive case up to the stated refinement, while the general case remains open.
Sources & referencesView supporting material
Primary source
Frank Aurzada and Thomas Simon, “Persistence probabilities \& exponents”, arXiv:1203.6554 (2012).
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