On exact Hausdorff measure functions of operator semistable Lévy processes

DOI10.1080/07362994.2017.1344556zbMATH Open1387.60080arXiv1609.09657OpenAlexW3103470534MaRDI QIDQ4602033FDOQ4602033

Authors: Lina Wedrich, Peter Kern 

Publication date: 25 January 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Abstract: Let $X={X(t)}_{tgeq0}$ be an operator semistable L'evy process on $mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $mathbb{R}^d$. In this paper we determine exact Hausdorff measure functions for the range of $X$ over the time interval $[0,1]$ under certain assumptions on the principal spectral component of $E$. As a byproduct we also present Tauberian results for semistable subordinators and sharp bounds for the asymptotic behavior of the expected sojourn times of $X$.

Full work available at URL: https://arxiv.org/abs/1609.09657

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zbMATH Keywords

Tauberian theoremgauge functionrangeexact Hausdorff measuresample pathsemi-selfsimilarityexpected sojourn timeoperator semistable Lévy processsemistable subordinator

Mathematics Subject Classification ID

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)

Cited In (13)

• The Hausdorff dimension of operator semistable Lévy processes
• On the double points of operator stable Lévy processes
• Hausdorff dimension of the graph of an operator semistable Lévy process
• Asymptotic expansion of resolvent kernels and behavior of spectral functions for symmetric stable processes
• Hausdorff measure of the graph of a class of operator stable processes
• Moment of Lévy measure of operator-stable law
• Dimension results for sample paths of operator stable Lévy processes
• Space-time duality for semi-fractional diffusions
• Darling-Kac theorem for renewal shifts in the absence of regular variation
• Title not available (Why is that?)
• Laws of the iterated logarithm of chover-type for operator stable Lévy processes
• Sample Path Properties of a Class of Operator Stable Processes
• Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties

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