English

Hausdorff dimension of operator semistable L\'evy processes

Probability 2014-09-11 v1

Abstract

Let X={X(t)}t0X=\{X(t)\}_{t\geq0} be an operator semistable L\'evy process in \rd\rd with exponent EE, where EE is an invertible linear operator on \rd\rd and XX is semi-selfsimilar with respect to EE. 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 B\rr+B\subseteq\rr_+ we determine the Hausdorff dimension of the partial range X(B)X(B) in terms of the real parts of the eigenvalues of EE and the Hausdorff dimension of BB.

Keywords

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

R2 v1 2026-06-21T20:55:04.589Z