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 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 that cover the range of is a.s. of order , where is the potential function of . 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}
}