Uniform dimension results for a family of Markov processes

DOI10.3150/17-BEJ994zbMATH Open1407.60054arXiv1707.03102MaRDI QIDQ1750106FDOQ1750106

Authors: Xiaobin Sun, Y. Xiao, Lihu Xu, Jianliang Zhai 

Publication date: 18 May 2018

Published in: Bernoulli (Search for Journal in Brave)

Abstract: In this paper we prove uniform Hausdorff and packing dimension results for the images of a large family of Markov processes. The main tools are the two covering principles of Xiao (second author). As applications, uniform Hausdorff and packing dimension results for certain classes of L'evy processes, stable jump diffusion and non-symmetric stable-like processes are obtained.

Full work available at URL: https://arxiv.org/abs/1707.03102

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zbMATH Keywords

Markov processescover principlesuniform Hausdorff dimension

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Fractals (28A80) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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Cited In (9)

• Uniform packing dimension results for multiparameter stable processes
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• A uniform dimension result for two-dimensional fractional multiplicative processes
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• The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type
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• Dimension of Markov towers for non uniformly expanding one-dimensional systems
• Uniform dimension results for the inverse images of symmetric Lévy processes
• Uniform Hausdorff dimension result for the inverse images of stable Lévy processes

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