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), 2611-2616

MSC (2000):
Primary 60G60; Secondary 60J45

DOI:
https://doi.org/10.1090/S0002-9939-02-06778-3

Published electronically:
November 6, 2002

MathSciNet review:
1974662

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Abstract | References | Similar Articles | Additional Information

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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Additional Information

**Davar Khoshnevisan**

Affiliation:
Department of Mathematics, 155 S. 1400 E., JWB 233, University of Utah, Salt Lake City, Utah 84112-0090

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:
https://doi.org/10.1090/S0002-9939-02-06778-3

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