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

Hausdorff dimensiondouble pointsoperator stable processLévy process

Mathematics Subject Classification ID

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

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.

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Cited in

(2)

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

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