The Hausdorff dimension of operator semistable Lévy processes (Q2248929)
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English | The Hausdorff dimension of operator semistable Lévy processes |
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The Hausdorff dimension of operator semistable Lévy processes (English)
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27 June 2014
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The paper begins with the definitions of the Hausdorff dimension and capacity dimension, and their relationship. Then, the authors recall a spectral decomposition result, which enables the decomposition of the operator semistable Lévy process \(X= \{X(t)\}_{t\geq 0}\) in \(\mathbb{R}^d\) with exponent \(E\). For an arbitrary Borel set \(B\subset\mathbb{R}_+\), the authors 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 \(B\).
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Hausdorff dimension
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Lévy process
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operator semistable process
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semi-selfsimilarity
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sojourn time
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range
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positivity of density
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