Weak unimodality of finite measures, and an application to potential theory of additive Lévy processes
Authors:
Davar Khoshnevisan and Yimin Xiao
Journal:
Proc. Amer. Math. Soc. 131 (2003), 26112616
MSC (2000):
Primary 60G60; Secondary 60J45
Published electronically:
November 6, 2002
MathSciNet review:
1974662
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Abstract: A probability measure on is called weakly unimodal if there exists a constant such that for all ,
 (0.1)  Here, denotes the ball centered at with radius . In this note, we derive a sufficient condition for weak unimodality of a measure on the Borel subsets of . In particular, we use this to prove that every symmetric infinitely divisible distribution is weakly unimodal. This result is then applied to improve some recent results of the authors on capacities and level sets of additive Lévy processes.
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J. BERTOIN (1996). Lévy Processes, Cambridge Tracts in Mathematics, 121, Cambridge Univ. Press, Cambridge, U.K. MR 98e:60117
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M. KANTER (1977). Unimodality and dominance of symmetric random vectors, Trans. Amer. Math. Soc. 229, 6586. MR 56:3917
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D. KHOSHNEVISAN AND YIMIN XIAO (2002). Level sets of additive Lévy processes, Ann. Probab. 30, 62100.
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P. MEDGYESSY (1967). On a new class of unimodal infinitely divisible distribution functions and related topics, Stud. Sci. Math. Hungar. 2, 441446. MR 36:5979
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K.I. SATO (1980). Class of multivariate distributions and its subclasses, J. Multivar. Anal. 10, 207232. MR 81k:60023
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K.I. SATO (1999). Lévy Processes and Infinitely Divisible Distributions, Cambridge University Press.
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S. J. WOLFE (1978a). On the unimodality of infinitely divisible distribution functions, Z. Wahr. Verw. Geb. 45, 329335. MR 80a:60018
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S. J. WOLFE (1978b). On the unimodality of multivariate symmetric distribution functions of class , J. Multivar. Anal. 8, 141145. MR 58:2975
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S. J. WOLFE (1981). On the unimodality of infinitely divisible distribution functions II, In: Analytical Methods in Probability Theory (Oberwolfach, 1980), Lect. Notes in Math. 861, 178183, SpringerVerlag, Berlin. MR 84f:60023
 11.
M. YAMAZATO (1978). Unimodality of infinitely divisible distribution functions of class , Ann. Prob. 6, 523531. MR 58:2976
 1.
 T. W. ANDERSON (1955). The integral of a symmetric unimodal functions over a symmetric convex set and some probability inequalities, Proc. Amer. Math. Soc. 6, 170176. MR 16:1005a
 2.
 J. BERTOIN (1996). Lévy Processes, Cambridge Tracts in Mathematics, 121, Cambridge Univ. Press, Cambridge, U.K. MR 98e:60117
 3.
 M. KANTER (1977). Unimodality and dominance of symmetric random vectors, Trans. Amer. Math. Soc. 229, 6586. MR 56:3917
 4.
 D. KHOSHNEVISAN AND YIMIN XIAO (2002). Level sets of additive Lévy processes, Ann. Probab. 30, 62100.
 5.
 P. MEDGYESSY (1967). On a new class of unimodal infinitely divisible distribution functions and related topics, Stud. Sci. Math. Hungar. 2, 441446. MR 36:5979
 6.
 K.I. SATO (1980). Class of multivariate distributions and its subclasses, J. Multivar. Anal. 10, 207232. MR 81k:60023
 7.
 K.I. SATO (1999). Lévy Processes and Infinitely Divisible Distributions, Cambridge University Press.
 8.
 S. J. WOLFE (1978a). On the unimodality of infinitely divisible distribution functions, Z. Wahr. Verw. Geb. 45, 329335. MR 80a:60018
 9.
 S. J. WOLFE (1978b). On the unimodality of multivariate symmetric distribution functions of class , J. Multivar. Anal. 8, 141145. MR 58:2975
 10.
 S. J. WOLFE (1981). On the unimodality of infinitely divisible distribution functions II, In: Analytical Methods in Probability Theory (Oberwolfach, 1980), Lect. Notes in Math. 861, 178183, SpringerVerlag, Berlin. MR 84f:60023
 11.
 M. YAMAZATO (1978). Unimodality of infinitely divisible distribution functions of class , Ann. Prob. 6, 523531. MR 58:2976
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Additional Information
Davar Khoshnevisan
Affiliation:
Department of Mathematics, 155 S. 1400 E., JWB 233, University of Utah, Salt Lake City, Utah 841120090
Email:
davar@math.utah.edu
Yimin Xiao
Affiliation:
Department of Statistics and Probability, A–413 Wells Hall, Michigan State University, East Lansing, Michigan 48824
Email:
xiao@stt.msu.edu
DOI:
http://dx.doi.org/10.1090/S0002993902067783
PII:
S 00029939(02)067783
Keywords:
Weak unimodality,
infinitely divisible distributions,
additive L\'evy processes,
potential theory
Received by editor(s):
August 18, 2001
Received by editor(s) in revised form:
March 21, 2002
Published electronically:
November 6, 2002
Additional Notes:
The authors’ research was partially supported by grants from NSF and NATO
Communicated by:
Claudia M. Neuhauser
Article copyright:
© Copyright 2002
American Mathematical Society
