Hausdorff dimension of the graph of an operator semistable Lévy process (Q529506)

Summary: Let \(X=\{X(t):t \geq 0\}\) be an operator semistable Lévy process in \(\mathbb{R}^d\) with exponent \(E\), where \(E\) is an invertible linear operator on \(\mathbb{R}^d\). For an arbitrary Borel set \(B \subseteq \mathbb{R}_+\) we interpret the graph \(\mathrm{Gr}_X(B)=\{(t,X(t)):t \in B\}\) as a semi-selfsimilar process on \(\mathbb{R}^{d+1}\), whose distribution is not full, and calculate the Hausdorff dimension of \(\mathrm{Gr}_X(B)\) in terms of the real parts of the eigenvalues of the exponent \(E\) and the Hausdorff dimension of \(B\). We use similar methods as applied in [\textit{M. M. Meerschaert} and \textit{Y. Xiao}, Stochastic Processes Appl. 115, No. 1, 55--75 (2005; Zbl 1074.60079)] and [\textit{S. J. Taylor}, J. Math. Mech. 16, 1229--1246 (1967; Zbl 0178.19301)].