On the double points of operator stable Lévy processes

DOI10.1007/S10959-015-0638-4MaRDI QIDQ521970zbMATH OpenOpenAlexFDO

Authors Tomasz Luks, Y. Xiao

Publication date 12 April 2017

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

Full work available at URL https://arxiv.org/abs/1503.01022

zbMATH Keywords

double pointsHausdorff dimensionLévy processoperator stable process

Mathematics Subject Classification ID

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

Abstract: We determine the Hausdorff dimension of the set of double points for a symmetric operator stable L'evy process in terms of the eigenvalues of its stability exponent.

Review text

The authors determine the Hausdorff dimension of the set of double points for the symmetric operator of a stable Lévy process with values in \(\mathbb{R}^d\), \(d=2\) and \(d=3\). These results are expressed in terms of the stability exponent of the process.

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Cited in

(3)

• Multiple points of dilation-stable Lévy processes
• Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
• Multiple points of operator semistable Lévy processes

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