Criteria for recurrence and transience of semistable processes

Abstract

The definition of semistable laws was originally given by Lévy in [11]. Two books, Kagan, Linnik and Rao [6] and Ramachandran and Lau [13], call a probability measure on R “semistable” when it is nondegenerate and its characteristic function (ch.f.) f(z) does not vanish on R and satisfies a functional equation of the formfor some real numbers b (0 < | b | <1) and c > 1.