{ "id": "1910.12821", "version": "v1", "published": "2019-10-28T17:28:00.000Z", "updated": "2019-10-28T17:28:00.000Z", "title": "Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin", "authors": [ "Jacek Mucha" ], "categories": [ "math.PR" ], "abstract": "We obtain an integral formula for the distribution of the first hitting time of the origin for one-dimensional $\\alpha$-stable processes $X_t$, where $\\alpha\\in(1,2)$. We also find a spectral-type integral formula for the transition operators $P_0^t$ of $X_t$ killed upon hitting the origin. Both expressions involve exponentially growing oscillating functions, which play a role of generalised eigenfunctions for $P_0^t$.", "revisions": [ { "version": "v1", "updated": "2019-10-28T17:28:00.000Z" } ], "analyses": { "keywords": [ "stable processes", "spectral theory", "one-dimensional", "non-symmetric", "spectral-type integral formula" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }