Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
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graphHausdorff dimensionpacking dimensionrecurrencetransiencerangemultiple pointssemi-selfsimilarityoperator semistable processLévy exponent
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)
Abstract: This paper proves sharp bounds on the tails of the L'evy exponent of an operator semistable law on . 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.
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Cited in
(9)- scientific article; zbMATH DE number 1420722 (Why is no real title available?)
- Restricting isotropic α-stable Lévy processes from to fractal sets
- On the carrying dimension of occupation measures for self-affine random fields
- The fractal structures of the exceptional sets of Lévy processes
- Space-time duality for semi-fractional diffusions
- Multiple points of operator semistable Lévy processes
- Paired Lévy–Mandelbrot Trajectory as a Homogeneous Fractal
- On self-similar Bernstein functions and corresponding generalized fractional derivatives
- On exact Hausdorff measure functions of operator semistable Lévy processes
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