Multiple Points of Operator Semistable Lévy Processes

被引:0
作者
Tomasz Luks
Yimin Xiao
机构
[1] Universität Paderborn,Institut für Mathematik
[2] Michigan State University,Department of Statistics and Probability
来源
Journal of Theoretical Probability | 2020年 / 33卷
关键词
Multiple points; Hausdorff dimension; Operator semistable process; Lévy process; 60J25; 60J30; 60G51; 60G17;
D O I
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学科分类号
摘要
We determine the Hausdorff dimension of the set of k-multiple points for a symmetric operator semistable Lévy process X={X(t),t∈R+}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X=\{X(t), t\in {\mathbb {R}}_+\}$$\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\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge 2$$\end{document} the recent work (Luks and Xiao in J Theor Probab 30(1):297–325, 2017) where the set of double points (k=2)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(k = 2)$$\end{document} was studied in the symmetric operator stable case.
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页码:153 / 179
页数:26
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