Recurrent lines in two-parameter isotropic stable Lévy sheets (Q2485799): Difference between revisions

Let \(X = X(s,t)\), \(s,t \geq 0\), be a two-parameter isotropic \(\alpha\)-stable Lévy sheet in \(\mathbb{R}^{d}\). It is recurrent if and only if \(d \leq \alpha\). Suppose that \( d > \alpha\). Consider the set \[ L = L_{d,\alpha} = \bigcap_{\varepsilon > 0}\bigcap_{n \geq 1} \{ s > 0: \exists t \geq n \text{ such that }X(s,t) \in (-\varepsilon,\varepsilon)^{d}\}. \] The results are: (a) If \( d > 2 \alpha\), then \(L = \emptyset\) a.s. (b) If \( d \in (\alpha, 2 \alpha]\), then with probability one, \(L\) is everywhere dense and \(\text{H-}\dim(L) = 2 - d/\alpha\) a.s., where H-dim\((A)\) is the Hausdorff dimension of the set \(A\).