Hausdorff dimension of the graph of an operator semistable Lévy process

preprint2015arXivOpen access

Abstract

Let X={X(t):t≥0}X=\{X(t):t\geq0\} be an operator semistable Lévy process in Rd\mathbb{R}^d with exponent EE, where EE is an invertible linear operator on Rd\mathbb{R}^d. For an arbitrary Borel set B⊆R+B\subseteq\mathbb{R}_+ we interpret the graph GrX(B)={(t,X(t)):t∈B}Gr_X(B)=\{(t,X(t)):t\in B\} as a semi-selfsimilar process on Rd+1\mathbb{R}^{d+1}, whose distribution is not full, and calculate the Hausdorff dimension of GrX(B)Gr_X(B) in terms of the real parts of the eigenvalues of the exponent EE and the Hausdorff dimension of BB.

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