Multiple points of dilation-stable Lévy processes

DOI10.1214/AOP/1022855754MaRDI QIDQ1307488zbMATH OpenOpenAlexFDO

Authors Narn-Rueih Shieh

Publication date 19 November 2000

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1022855754

zbMATH Keywords

dilation stabilityHausdorff dimensionLévy processesmultiple pointsself-similarity

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18) Processes with independent increments; Lévy processes (60G51)

Review text

The Hausdorff dimension of the set of \(k\)-multiple points is computed for a symmetric Lévy process in \(\mathbb{R}^d\), \(d=2,3\), having independent self-similar components with similarity exponents \(\frac 12< H_j< 1\), \(1\leq j\leq d\). For the case of stable components see \textit{W. J. Hendricks} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 28, 113-128 (1974; Zbl 0258.60028)].

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Cites work

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Cited in

(9)

• Multiple points of Lévy processes
• Laws of the iterated logarithm of chover-type for operator stable Lévy processes
• Multiple points of operator semistable Lévy processes
• Dimension results for sample paths of operator stable Lévy processes
• scientific article; zbMATH DE number 5811736 (Why is no real title available?)
• Sample Path Properties of a Class of Operator Stable Processes
• Hausdorff measure and packing measure of the graph of dilation-stable Lévy processes
• On the double points of operator stable Lévy processes
• Fractal sets determined by dilation-stable processes

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