On the Range of Subordinators

preprint2015arXivOpen access

Abstract

In this note we look into detail at the box-counting dimension of subordinators. Given that XX is a non-decreasing Levy process, which is not a compound Poisson process, we show that in the limit, the minimum number of boxes of size δδ that cover the range of (Xs)s≤t(X_s)_{s\leq t} is a.s. of order t/U(δ)t/U(δ), where UU is the potential function of XX. This is a more refined result than the lower and upper index of the box-counting dimension computed in the literature which deals with the asymptotic number of boxes at logarithmic scale.

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