Dimension results for sample paths of operator stable Lévy processes (Q2485816)
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English | Dimension results for sample paths of operator stable Lévy processes |
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Dimension results for sample paths of operator stable Lévy processes (English)
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5 August 2005
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Let \(X= \{X(t), t\in R^+\}\) be an operator stable Lévy process in \(R^d\) with exponent \(B\), where \(B\) is an invertible linear operator on \(R^d\). The authors determine the Hausdorff dimension and the packing dimension of the range \(X[0,1]\) in terms of the real parts of the eigenvalues of \(B\).
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operator stable processes
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range
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Hausdorff dimension
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packing dimension
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