English

On the Range of Subordinators

Probability 2015-03-10 v1

Abstract

In this note we look into detail at the box-counting dimension of subordinators. Given that XX is a non-decreasing Levy process, which is not a compound Poisson process, we show that in the limit, the minimum number of boxes of size δ\delta that cover the range of (Xs)st(X_s)_{s\leq t} is a.s. of order t/U(δ)t/U(\delta), where UU is the potential function of XX. This is a more refined result than the lower and upper index of the box-counting dimension computed in the literature which deals with the asymptotic number of boxes at logarithmic scale.

Cite

@article{arxiv.1503.02149,
  title  = {On the Range of Subordinators},
  author = {Mladen Savov},
  journal= {arXiv preprint arXiv:1503.02149},
  year   = {2015}
}
R2 v1 2026-06-22T08:46:34.985Z