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Law of the iterated logarithm for $k/2$-permanental processes and the local times of related Markov processes

Published 20 Feb 2023 in math.PR | (2302.10262v1)

Abstract: Let $Y$ be a symmetric Borel right process with locally compact state space $T\subseteq R{1}$ and potential densities $u(x,y)$ with respect to some $\sigma$-finite measure on $T$. Let $g$ and $f$ be finite excessive functions for $ Y$. Set $$ u_{g, f}(x,y)= u(x,y)+g(x)f(y),\qquad x,y\in T.$$ In this paper we take $Y$ to be a symmetric L\'evy process, or a diffusion, that is killed at the end of an independent exponential time or the first time it hits 0. Under general smoothness conditions on $g$, $f$, $u$ and points $d\in T$, laws of the iterated logarithm are found for $X_{k/2} ={X_{k/2}(t), t\in T }$, a $k/2-$permanental process with kernel $ {u_{g, f}(x,y),x,y\in T }$, of the following form: For all integers $k\geq 1$, $$\limsup_{x \to 0}\frac{| X_{k/2}( d+x)- X_{k/2} (d)|}{ \left( 2 \sigma{2}\left(x\right)\log\log 1/x\right){1/2}}= \left( 2 X {k/2} (d)\right){1/2}, \qquad a.s. ,$$ where, $$\sigma2(x)=u(d+x,d+x)+u(x,x)-2u(d+x,x).$$ Using these limit theorems and the Eisenbaum Kaspi Isomorphism Theorem, laws of the iterated logarithm are found for the local times of certain Markov processes with potential densities that have the form of $ {u{g, f}(x,y),x,y\in T }$ or are slight modifications of it.

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