On the double points of operator stable Lévy processes

DOI10.1007/S10959-015-0638-4zbMATH Open1364.60060arXiv1503.01022OpenAlexW2150872039MaRDI QIDQ521970FDOQ521970

Authors: Tomasz Luks, Y. Xiao 

Publication date: 12 April 2017

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

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.

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

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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)

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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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