The packing indices for some Lévy processes

Jing Zheng, Zhengyan Lin and Changqing Tong

Statistics & Probability Letters, 2011, vol. 81, issue 11, 1683-1689

Abstract: Let be a Lévy process, and where . Taylor (1986) showed that the packing dimension of the trajectory of X is [gamma]0. An open question from Pruitt and Taylor (1996) is: Is it true that [gamma]0=inf{[alpha]>=0:a-[alpha]T(a,1)-->[infinity] a.s.  as  a-->0}? In this paper, we give some answers to this question.

Keywords: Levy; process; Packing; dimension; Local; time; Occupation; time; measure (search for similar items in EconPapers)
Date: 2011
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