首页 | 本学科首页   官方微博 | 高级检索  
     


Packing dimension of the range of a Lévy process
Authors:Davar Khoshnevisan   Yimin Xiao
Affiliation:Department of Mathematics, The University of Utah, 155 S. 1400 East, Salt Lake City, Utah 84112--0090 ; Department of Statistics and Probability, A-413 Wells Hall, Michigan State University, East Lansing, Michigan 48824
Abstract:Let $ {X(t)}_{tge 0}$ denote a Lévy process in $ {mathbf{R}}^d$ with exponent $ Psi$. Taylor (1986) proved that the packing dimension of the range $ X([0,,1])$ is given by the index

$displaystyle {(0.1)}qquadqquad gamma' = supleft{alphage 0: liminf_{r ... ... left{vert X(t)vert le rright}}{r^alpha} , dt =0right}.qquadqquad $

We provide an alternative formulation of $ gamma'$ in terms of the Lévy exponent $ Psi$. Our formulation, as well as methods, are Fourier-analytic, and rely on the properties of the Cauchy transform. We show, through examples, some applications of our formula.

Keywords:L'evy processes   operator stable L'evy processes   packing dimension   Hausdorff dimension.
点击此处可从《Proceedings of the American Mathematical Society》浏览原始摘要信息
点击此处可从《Proceedings of the American Mathematical Society》下载全文
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号