Lower Bounds of the Hausdorff dimension for Feller processes

preprint2014arXivOpen access

Abstract

Let (Xt)t≥0(X_t)_{t\ge0} be a Feller process generated by a pseudo-differential operator whose symbol satisfies ∥p(⋅,ξ)∥∞≤c(1+∣ξ∣2)\|p(\cdot,ξ)\|_\infty\le c(1+|ξ|^2) and p(⋅,0)≡0.p(\cdot,0)\equiv0. We prove that, for a large class of examples, the Hausdorff dimension of the set {Xt:t∈E}\{X_t: t\in E\} for any analytic set E⊂[0,∞)E\subset [0,\infty) is almost surely bounded below by $\betalower \Dh E$, where \begin{align*} \betalower&:=\sup\left\{δ>0: \lim_{|ξ|\to \infty} \frac{\inf_{z\in\R^d} \Re p(z,ξ)}{|ξ|^δ}=\infty\right\}. \end{align*}This, along with the upper bound $ \betaupperstar \Dh E$ with \begin{align*} \betaupperstar &:=\inf\left\{δ>0: \lim_{|ξ|\to \infty}\frac{\sup_{|η|\le {|ξ|}}\sup_{z\in\R^d} |p(z,η)|}{|ξ|^δ}=0\right\} \end{align*} established in Böttcher, Schilling and Wang (2014), extends the dimension estimates for Lévy processes of Blumenthal and Getoor (1961) and Millar (1971) to Feller processes.

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