Dimension results for sample paths of operator stable Lévy processes

Mark M. Meerschaert and Yimin Xiao

Stochastic Processes and their Applications, 2005, vol. 115, issue 1, 55-75

Abstract: Let X= X(t),t[set membership, variant]R+ be an operator stable Lévy process in Rd 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.

Keywords: Lévy; processes; Operator; stable; processes; Range; Hausdorff; dimension; Packing; dimension (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (8)

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