Dimension results for sample paths of operator stable Levy processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:115

Article

Meerschaert, MM ; Xiao, YM

关键词: Levy processes;    operator stable processes;    range;    Hausdorff dimension;    packing dimension;   

DOI  :  10.1016/j.spa.2004.08.004

来源: Elsevier

【 摘 要 】

Let X = {X(t), t is an element of R+} be an operator stable Levy process in R-d with exponent B, where B is an invertible linear operator on Rd. We determine the Hausdorff dimension and the packing dimension of the range X([0, 1]) in terms of the real parts of the eigenvalues of B. (C) 2004 Elsevier B.V. All rights reserved.

【 授权许可】

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