Hausdorff Dimension of Operator Stable Sample Paths |
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| Authors: | Becker-Kern Peter Meerschaert Mark M. Scheffler Hans-Peter |
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| Affiliation: | (1) University of Dortmund, Germany, DE;(2) University of Nevada, Reno, USA, US |
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| Abstract: | The Hausdorff dimension of the sample paths of a stochastic process with stationary independent operator stable increments is computed. With probability one, every sample path has the same dimension, depending on the real parts of the eigenvalues of the operator stable exponent.Received May 28, 2002; in revised form October 2, 2002Published online May 15, 2003 |
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| Keywords: | 2000 Mathematics Subject Classification: 60G17 60G52 28A80 |
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