7 research outputs found

    Hausdorff dimension of operator semistable L\'evy processes

    Full text link
    Let X={X(t)}t0X=\{X(t)\}_{t\geq0} be an operator semistable L\'evy 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) L\'evy 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.Comment: 23 page
    corecore