Talk by Pat Fitzsimmons (UCSD)

Date and Time: Thursday, April 27, 2006, 10:00 AM in AP&M 6218.

Title: Recurrent Extensions of Self-similar Markov Processes

Abstract: Let $X=(X_t)_{t \ge 0}$ be a self-similar Markov process with values in the non-negative half line, such that the state $0$ is a trap. We present a necessary and sufficient condition for the existence of a self-similar recurrent extension of $X$ that leaves $0$ continuously. This condition is expressed in terms of the L\'evy process associated with $X$ by the Lamperti transformation.