The persistence exponent conjecture for general integrated Lévy processes
The persistence exponent conjecture for general integrated Lévy processes
Let be a Lévy process, let , and for define . The general Lévy persistence conjecture. If
then for every ,
This is posed as a generalization of the discrete and stable-process conjectures; no proof is supplied.
Sources & referencesView supporting material
Primary source
Frank Aurzada and Thomas Simon, “Persistence probabilities \& exponents”, arXiv:1203.6554 (2012).
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