English

Hausdorff dimension of the graph of an operator semistable L\'evy process

Probability 2015-06-02 v1

Abstract

Let X={X(t):t0}X=\{X(t):t\geq0\} be an operator semistable L\'evy process in Rd\mathbb{R}^d with exponent EE, where EE is an invertible linear operator on Rd\mathbb{R}^d. For an arbitrary Borel set BR+B\subseteq\mathbb{R}_+ we interpret the graph GrX(B)={(t,X(t)):tB}Gr_X(B)=\{(t,X(t)):t\in B\} as a semi-selfsimilar process on Rd+1\mathbb{R}^{d+1}, whose distribution is not full, and calculate the Hausdorff dimension of GrX(B)Gr_X(B) in terms of the real parts of the eigenvalues of the exponent EE and the Hausdorff dimension of BB.

Keywords

Cite

@article{arxiv.1506.00615,
  title  = {Hausdorff dimension of the graph of an operator semistable L\'evy process},
  author = {Lina Wedrich},
  journal= {arXiv preprint arXiv:1506.00615},
  year   = {2015}
}