Packing dimension profiles and Lévy processes

DOI10.1112/BLMS/BDS022MaRDI QIDQ2918786zbMATH OpenOpenAlexFDO

Authors Y. Xiao, D. Khoshnevisan, R. L. Schilling

Publication date 10 October 2012

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.2534

zbMATH Keywords

dimension profilesLévy processpacking dimension

Mathematics Subject Classification ID

Fractals (28A80) Sample path properties (60G17) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Abstract: We extend the concept of packing dimension profiles, due to Falconer and Howroyd (1997) and Howroyd (2001), and use our extension in order to determine the packing dimension of an arbitrary image of a general Levy process.

Review text

For a \(\mathbb{R}^d\)-valued Lévy process \(X\) and a Borel subset \(F\subset\mathbb{R}_+\), let \(k_\varepsilon(t):= \mathbb{P}\) \((X(t)\in B(0,\varepsilon))\), NEWLINE\[NEWLINE\overline{\text{Dim}}_k:= \limsup_{\varepsilon\searrow 0}{1\over\log\varepsilon} \log\{\text{inf}\iint k_\varepsilon(|s- t|)\,\nu(ds)\,\nu(dt)\mid \nu(F)= 1,\,\nu(\mathbb{R}\setminus F)= 0\},NEWLINE\]NEWLINE and NEWLINE\[NEWLINE\text{Dim}_k F:= \text{inf}\Biggl\{\sup_{n\in\mathbb{N}}\,\overline{\text{Dim}}_kF_n\mid \bigcup_{n\in\mathbb{N}} F_n= F\Biggr\}.NEWLINE\]NEWLINE Then the nice main result is that almost surely, the upper Minkowski dimension of \(X(F)\) equals \(\overline{\text{Dim}}_kF\) and the packing dimension of \(X(F)\) equals \(\text{Dim}_kF\).NEWLINENEWLINE Corollaries are derived, which yield alternative expansions for the various types of dimensions involved (and some other ones, after \textit{K. J. Falconer} and \textit{J. D. Howroyd} [Math. Proc. Camb. Philos. Soc. 121, No. 2, 269--286 (1997; Zbl 0881.28002) and \textit{J. D. Howroyd} [ibid. 130, No. 1, 135--160 (2001; Zbl 1007.28004)]).

Recommendations

• Packing dimension of images of additive Lévy processes
• scientific article; zbMATH DE number 1277097
• Hausdorff and packing dimensions of the images of random fields
• Packing-dimension profiles and fractional Brownian motion
• Packing dimension of the range of a Lévy process

Cited in

(14)

• Uniform dimension results for a family of Markov processes
• Local properties of Lévy processes on a totally disconnected group
• Multifractal properties of sample paths of ground state-transformed jump processes
• Fractal-dimensional properties of subordinators
• Packing and covering indices for a general Lévy process
• Packing dimension of the range of a Lévy process
• Some answers to an open problem about Lévy process
• scientific article; zbMATH DE number 3982175 (Why is no real title available?)
• Minkowski dimension of Brownian motion with drift
• scientific article; zbMATH DE number 1277097 (Why is no real title available?)
• Packing dimension of images of additive Lévy processes
• Hausdorff and packing dimensions of the images of random fields
• A class of probability distribution functions preserving the packing dimension
• Packing dimensions of the images of Gaussian random fields

This page was built for publication: Packing dimension profiles and Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2918786)