Multiple Points of Operator Semistable Levy Processes

被引:1
作者
Luks, Tomasz [1 ]
Xiao, Yimin [2 ]
机构
[1] Univ Paderborn, Inst Math, Warburger Str 100, D-33098 Paderborn, Germany
[2] Michigan State Univ, Dept Stat & Probabil, 619 Red Cedar Rd,C413 Wells Hall, E Lansing, MI 48824 USA
关键词
Multiple points; Hausdorff dimension; Operator semistable process; Levy process; SAMPLE PATHS; CAPACITY;
D O I
10.1007/s10959-018-0859-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We determine the Hausdorff dimension of the set of k-multiple points for a symmetric operator semistable Levy process X={X(t),t is an element of R+}X=\{X(t), t\in {\mathbb {R}}_+\}$$\end{document} in terms of the eigenvalues of its stability exponent. We also give a necessary and sufficient condition for the existence of k-multiple points. Our results extend to all k >= 2 the recent work (Luks and Xiao in J Theor Probab 30(1):297-325, 2017) where the set of double points (k=2)(k = 2)$$\end{document} was studied in the symmetric operator stable case.
引用
收藏
页码:153 / 179
页数:27
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