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Let $X=\{X(t)\}_{t\geq0}$ be an operator semistable L\'evy process in $\rd$ with exponent $E$, where $E$ is an invertible linear operator on $\rd$ and $X$ is semi-selfsimilar with respect to $E$. By refining arguments given in Meerschaert…

Probability · Mathematics 2014-09-11 Peter Kern , Lina Wedrich

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…

Probability · Mathematics 2016-01-27 Ronan Le Guével

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…

Probability · Mathematics 2018-06-15 Peter Kern , Lina Wedrich

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…

Probability · Mathematics 2018-06-15 Peter Kern , Mark M. Meerschaert , Yimin Xiao

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…

Probability · Mathematics 2021-12-08 Frederi Viens , Mohamed Erraoui , Youssef Hakiki

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…

Probability · Mathematics 2024-07-16 Peter Kern , Leonard Pleschberger

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 $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…

Probability · Mathematics 2023-08-01 Youssef Hakiki , Frederi Viens

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…

Probability · Mathematics 2021-07-27 Ercan Sönmez

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…

Probability · Mathematics 2018-09-06 Tomasz Luks , Yimin Xiao

Let $X$ be a fractional Brownian motion in $\mathbb{R}^d$. For any Borel function $f:[0,1] \to \mathbb{R}^d$, we express the Hausdorff dimension of the image and the graph of $X+f$ in terms of $f$. This is new even for the case of Brownian…

Probability · Mathematics 2013-10-28 Yuval Peres , Perla Sousi

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.

Probability · Mathematics 2015-09-02 Tomasz Luks , Yimin Xiao

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…

Probability · Mathematics 2017-08-22 Xiaochuan Yang

An additive process is a stochastic process with independent increments and that is continuous in probability. In this paper, we study the almost sure Hausdorff and Fourier dimension of the graph of continuous additive additive processes…

Probability · Mathematics 2022-07-01 Dexter Dysthe , Chun-Kit Lai

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…

Statistics Theory · Mathematics 2010-11-24 Narn-Rueih Shieh , Yimin Xiao

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…

Probability · Mathematics 2007-05-23 Davar Khoshnevisan , Yimin Xiao

In this paper we study the Assouad dimension of graphs of certain L\'evy processes and functions defined by stochastic integrals. We do this by introducing a convenient condition which guarantees a graph to have full Assouad dimension and…

Probability · Mathematics 2018-03-16 Douglas Howroyd , Han Yu

A theoretical approach to computing the Hausdorff dimension of the topological boundary of attractors of iterated function systems is developed. The curve known as the L\'evy Dragon is then studied in detail and the Hausdorff dimension of…

Dynamical Systems · Mathematics 2007-05-23 P. Duvall , J. Keesling

Let $X$ be a (real or complex) rearrangement-in\-va\-riant function space on $\Om$ (where $\Om = [0,1]$ or $\Om \subseteq \bbN$) whose norm is not proportional to the $L_2$-norm. Let $H$ be a separable Hilbert space. We characterize…

Functional Analysis · Mathematics 2016-09-06 Beata Randrianantoanina

We compute the Hausdorff dimension of the zero set of an additive Levy process.

Probability · Mathematics 2007-07-13 Ming Yang

The Hausdorff dimension of spectral measure for the graph Laplacian is shown exactly in terms of an intermittency function. The intermittency function can be estimated by using one-dimensional discrete Schr\"{o}dinger operator method.

Spectral Theory · Mathematics 2023-01-18 Kota Ujino
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