Hausdorff dimension of operator semistable L\'evy processes
Probability
2014-09-11 v1
Abstract
Let be an operator semistable L\'evy process in with exponent , where is an invertible linear operator on and is semi-selfsimilar with respect to . By refining arguments given in Meerschaert and Xiao \cite{MX} for the special case of an operator stable (selfsimilar) L\'evy process, for an arbitrary Borel set we determine the Hausdorff dimension of the partial range in terms of the real parts of the eigenvalues of and the Hausdorff dimension of .
Cite
@article{arxiv.1204.5897,
title = {Hausdorff dimension of operator semistable L\'evy processes},
author = {Peter Kern and Lina Wedrich},
journal= {arXiv preprint arXiv:1204.5897},
year = {2014}
}
Comments
23 pages