Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties

DOI10.1007/S10959-016-0720-6zbMATH Open1387.60030arXiv1606.08490OpenAlexW3106448185MaRDI QIDQ1745280FDOQ1745280

Authors: Mark M. Meerschaert, Y. Xiao, Peter Kern 

Publication date: 20 April 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: This paper proves sharp bounds on the tails of the L'evy exponent of an operator semistable law on $mathbb{R}^d$. These bounds are then applied to explicitly compute the Hausdorff and packing dimensions of the range, graph, and other random sets describing the sample paths of the corresponding operator semi-selfsimilar L'evy processes. The proofs are elementary, using only the properties of the L'evy exponent, and certain index formulae.

Full work available at URL: https://arxiv.org/abs/1606.08490

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zbMATH Keywords

graphHausdorff dimensionpacking dimensionrecurrencetransiencerangemultiple pointssemi-selfsimilarityoperator semistable processLévy exponent

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51) Hausdorff and packing measures (28A78) Fractals (28A80) Sample path properties (60G17) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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Cited In (9)

• On the carrying dimension of occupation measures for self-affine random fields
• Multiple points of operator semistable Lévy processes
• On self-similar Bernstein functions and corresponding generalized fractional derivatives
• Space-time duality for semi-fractional diffusions
• Paired Lévy–Mandelbrot Trajectory as a Homogeneous Fractal
• Title not available (Why is that?)
• Restricting isotropic α-stable Lévy processes from to fractal sets
• The fractal structures of the exceptional sets of Lévy processes
• On exact Hausdorff measure functions of operator semistable Lévy processes

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