Hausdorff dimension of operator semistable Lévy processes

preprint2012arXivOpen access

Abstract

Let X={X(t)}t≥0X=\{X(t)\}_{t\geq0} be an operator semistable Lévy process in $\rd$ with exponent EE, where EE is an invertible linear operator on $\rd$ and XX is semi-selfsimilar with respect to EE. By refining arguments given in Meerschaert and Xiao \cite{MX} for the special case of an operator stable (selfsimilar) Lévy process, for an arbitrary Borel set $B\subseteq\rr_+$ we determine the Hausdorff dimension of the partial range X(B)X(B) in terms of the real parts of the eigenvalues of EE and the Hausdorff dimension of BB.

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