Symmetrization, symmetric stable processes, and Riesz capacities

Abstract:

Let $\texttt {X}_t$ be a symmetric $\alpha$-stable process killed on exiting an open subset $D$ of $\mathbb R^n$. We prove a theorem that describes the behavior of its transition probabilities under polarization. We show that this result implies that the probability of hitting a given set $B$ in the complement of $D$ in the first exit moment from $D$ increases when $D$ and $B$ are polarized. It can also lead to symmetrization theorems for hitting probabilities, Green functions, and Riesz capacities. One such theorem is the following: Among all compact sets $K$ in $\mathbb R^n$ with given volume, the balls have the least $\alpha$-capacity ($0<\alpha <2$).