Related papers: Hausdorff dimension of operator semistable L\'evy …

Let $X=\{X(t):t\geq0\}$ be an operator semistable L\'evy process in $\mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}^d$. For an arbitrary Borel set $B\subseteq\mathbb{R}_+$ we interpret the graph…

We compute the Hausdorff dimension of the image X(E) of a non random Borel set E $\subset$ [0, 1], where X is a L\'evy multistable process in R. This extends the case where X is a classical stable L\'evy process by letting the stability…

Let $X=\{X(t)\}_{t\geq0}$ be an operator semistable L\'evy process on $\mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}^d$. In this paper we determine exact Hausdorff measure functions for the range…

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.

We determine the Hausdorff dimension of $k$-multiple points for a symmetric operator semistable L\'evy process $X=\{X(t), t\in\mathbb{R}_+\}$ in terms of the eigenvalues of its stability exponent. We also give a necessary and sufficient…

This paper proves sharp bounds on the tails of the L\'evy exponent of an operator semistable law on $\mathbb R^d$. These bounds are then applied to explicitly compute the Hausdorff and packing dimensions of the range, graph, and other…

Let $\{X(t) : t \in \mathbb{R}^d \}$ be a multivariate operator-self-similar random field with values in $\mathbb{R}^m$. Such fields were introduced in [24] and satisfy the scaling property $\{X(c^E t) : t \in \mathbb{R}^d \} \stackrel{\rm…

We explicitly calculate the Hausdorff dimension of the graph and range of an isotropic stable L\'{e}vy process $X$ plus deterministic drift function $f$. For that purpose we use a restricted version of the genuine Hausdorff dimension which…

Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies of a scalar Gaussian process $X_0$ on $[0,1]$ with a given general variance function $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…

Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…

Let $X=\{X(t),t\in\mathbb{R}^N\}$ be a random field with values in $\mathbb{R}^d$. For any finite Borel measure $\mu$ and analytic set $E\subset\mathbb{R}^N$, the Hausdorff and packing dimensions of the image measure $\mu_X$ and image set…

We use the recently-developed multiparameter theory of additive Levy processes to establish novel connections between an arbitrary Levy process $X$ in $\mathbf{R}^d$, and a new class of energy forms and their corresponding capacities. We…

Let $(X_t)_{t\ge0}$ be a Feller process generated by a pseudo-differential operator whose symbol satisfies $\|p(\cdot,\xi)\|_\infty\le c(1+|\xi|^2)$ and $p(\cdot,0)\equiv0.$ We prove that, for a large class of examples, the Hausdorff…

We determine the Hausdorff dimension for the range of a class of pure jump Markov processes in $\mathbb{R}^d$, which turns out to be random and depends on the trajectories of these processes. The key argument is carried out through the SDE…

We consider an infinite extension $K$ of a local field of zero characteristic which is a union of an increasing sequence of finite extensions. $K$ is equipped with an inductive limit topology; its conjugate $\bar{K}$ is a completion of $K$…

We prove a ''dimension expansion'' version of the Elekes-R\'onyai theorem for trivariate real analytic functions: If $f$ is a trivariate real analytic function, then $f$ is either locally of the form $g(h(x)+k(y)+l(z))$, or the following is…

Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function…

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

We prove uniform Hausdorff and packing dimension results for the inverse images of a large class of real-valued symmetric L\'evy processes. Our main result for the Hausdorff dimension extends that of Kaufman (1985) for Brownian motion and…

Let $\mathcal{X}$ be a real separable Hilbert space. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow\mathcal{X}$ be a (smooth enough) function and let $\{W(t)\}_{t\geq 0}$ be…