The Hausdorff Dimension of Operator Semistable Levy Processes

被引:4
作者
Kern, Peter [1 ]
Wedrich, Lina [2 ]
机构
[1] Univ Dusseldorf, Math Inst, D-40225 Dusseldorf, Germany
[2] Univ Duisburg Essen, Fak Wirtschaftswissensch, D-45141 Essen, Germany
关键词
Levy process; Operator semistable process; Semi-selfsimilarity; Sojourn time; Range; Hausdorff dimension; Positivity of density; SAMPLE PATH PROPERTIES; RANGE;
D O I
10.1007/s10959-012-0422-7
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
Let X={X(t)} (ta parts per thousand yen0) be an operator semistable L,vy process in a"e (d) with exponent E, where E is an invertible linear operator on a"e (d) and X is semi-selfsimilar with respect to E. By refining arguments given in Meerschaert and Xiao (Stoch. Process. Appl. 115, 55-75, 2005) for the special case of an operator stable (selfsimilar) L,vy process, for an arbitrary Borel set BaS dagger a"e(+) we determine the Hausdorff dimension of the partial range X(B) in terms of the real parts of the eigenvalues of E and the Hausdorff dimension of B.
引用
收藏
页码:383 / 403
页数:21
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