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The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process
引用本文:Shui Cao ZHENG Huo Nan LIN Di He HU. The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process[J]. 数学学报(英文版), 2005, 21(5): 1137-1148. DOI: 10.1007/s10114-004-0521-1
作者姓名:Shui Cao ZHENG Huo Nan LIN Di He HU
作者单位:[1]School of Mathematics Sciences, Peking University, Beijing 100871, P. R. China [2]School of Sciences, Jimei University, Xiamen 361021, P. R. China [3]Department of Mathematics, Fujian Normal University, Fuzhou 350007, P. R. China [4]College of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China
基金项目:Supported partly by the NNSF of China (Nos. 10371092, 10171015 and No. 10271027)
摘    要:In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued stable processes. We show that the exact Hausdorff measure function of level sets of N-parameter Rd-valued symmetric stable processes of index α is Ф(r) = r^N-d/α (log log l/r)d/α when Nα 〉 d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general (N, d, α) strictly stable processes.

关 键 词:Hausdorff测量函数 稳定过程 水平集 对称性
收稿时间:2003-03-12
修稿时间:2003-03-122003-12-12

The Exact Hausdorff Measure Function of the Level Sets of Multi–parameter Symmetric Stable Process
Shui Cao Zheng,Huo Nan Lin,Di He Hu. The Exact Hausdorff Measure Function of the Level Sets of Multi–parameter Symmetric Stable Process[J]. Acta Mathematica Sinica(English Series), 2005, 21(5): 1137-1148. DOI: 10.1007/s10114-004-0521-1
Authors:Shui Cao Zheng  Huo Nan Lin  Di He Hu
Affiliation:(1) School of Mathematics Sciences, Peking University, Beijing 100871, P. R. China;(2) School of Sciences, Jimei University, Xiamen 361021, P. R. China;(3) Department of Mathematics, Fujian Normal University, Fuzhou 350007, P. R. China;(4) College of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China
Abstract:In this paper, we investigate the Hausdorff measure for level sets of N–parameter R d –valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N–parameter R d –valued stable processes. We show that the exact Hausdorff measure function of level sets of N–parameter R d –valued symmetric stable processes of index α is ϕ(r) = r N−d/α (log log 1/r) d/α when Nα > d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general (N, d,α) strictly stable processes. Supported partly by the NNSF of China (Nos. 10371092, 10171015 and No. 10271027)
Keywords:Stable process   Level sets   Local time   Hausdorit measure
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