{
  "id": "1605.05084",
  "version": "v1",
  "published": "2016-05-17T09:57:21.000Z",
  "updated": "2016-05-17T09:57:21.000Z",
  "title": "Path decomposition of a spectrally negative Lévy process, and local time of a diffusion in this environment",
  "authors": [
    "Grégoire Véchambre"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We study the convergence in distribution of the supremum of the local time and of the favorite site for a transient diffusion in a spectrally negative L{\\'e}vy potential. To do so, we study the h-valleys of a spectrally negative L{\\'e}vy process, and we prove in partiular that the renormalized sequence of the h-minima converges to the jumping times sequence of a standard Poisson process.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-05-17T09:57:21.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "spectrally negative lévy process",
      "local time",
      "path decomposition",
      "environment",
      "standard poisson process"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}