Uniform Hausdorff dimension result for the inverse images of stable Lévy processes

Electronic Communications in Probability

Renming Song¹ 

关键词: Stable Lévy processes;    inverse images;    Hausdorff dimension;   

DOI  :  10.1214/18-ECP180

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

We establish a uniform Hausdorff dimension result for the inverse image sets of real-valued strictly $\alpha $-stable Lévy processes with $1< \alpha \le 2$. This extends a theorem of Kaufman [11] for Brownian motion. Our method is different from that of [11] and depends on covering principles for Markov processes.

【 授权许可】

CC BY