A uniform lower bound for Hausdorff dimension for transient symmetric Lévy processes (Q789107)

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A uniform lower bound for Hausdorff dimension for transient symmetric Lévy processes
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    A uniform lower bound for Hausdorff dimension for transient symmetric Lévy processes (English)
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    1983
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    Let X(t), \(t\geq 0\), be a transient symmetric Lévy process with values in \({\mathbb{R}}^ d\) and characteristic function \(\exp(-t\psi(z))\). Let \(\beta\) '' and \(\beta\) be the indices introduced by \textit{R. M. Blumenthal} and \textit{R. K. Getoor} [J. Math. Mech. 10, 493-516 (1961; Zbl 0097.337)] related to the asymptotic behaviour of Re \(\psi\) (z). Furthermore, let \(\gamma\) and \(\gamma\) ' denote the supremum of all \(\theta\geq 0\) for which the function \(E[T(S_ r,1)]r^{-\theta}\) has, respectively, a finite upper or a vanishing lower limit as \(r\to \infty\). (As usual, \(T(S_ r,1)\) denotes the sojourn time up to \(t=1\) in the sphere \(| x|<r\), \(x\in {\mathbb{R}}^ d\), and E stands for the corresponding time set). The author proves the following principal (not ''principle'' as spelled on p. 591) theorem: If \(\beta\leq d\) then almost surely, dim X(E)\(\geq \beta ''(d-\gamma ')(d-\gamma)^{-1}\dim E\) for all time sets E. This result answers a question raised by \textit{J. Hawkes} and \textit{W. E. Pruitt} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 28, 277-288 (1974; Zbl 0268.60063)] who established a similar uniform bound in the opposite direction.
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    Lévy processes
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    Hausdorff dimension
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    sojourn time
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