A transience condition for a class of one-dimensional symmetric Lévy processes

Abstract

In this paper, we give a sufficient condition for the transience for a class of one dimensional symmetric Lévy processes. More precisely, we prove that a one dimensional symmetric Lévy process with the Lévy measure $\nu(dy)=f(y)dy$ or $\nu(\{n\})=p_n$, where the density function $f(y)$ is such that $f(y)>0$ a.e. and the sequence $\{p_n\}_{n\geq1}$ is such that $p_n>0$ for all $n\geq1$, is transient if $$\int_1^{\infty}\frac{dy}{y^{3}f(y)}<\infty\quad\mbox{or}\quad\sum_{n=1}^{\infty}\frac{1}{n^{3}p_n}<\infty.$$ Similarly, we derive an an alogous transience condition for one-dimensional symmetric random walks with continuous and discrete jumps.