On the double points of operator stable L\'evy processes

Tomasz Luks; Yimin Xiao

On the double points of operator stable L\'evy processes

Probability 2015-09-02 v2

Authors: Tomasz Luks , Yimin Xiao

Abstract

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.

Keywords

lévy processes

Cite

@article{arxiv.1503.01022,
  title  = {On the double points of operator stable L\'evy processes},
  author = {Tomasz Luks and Yimin Xiao},
  journal= {arXiv preprint arXiv:1503.01022},
  year   = {2015}
}