Title of article :
Dimension results for sample paths of operator stable Lévy processes
Author/Authors :
Meerschaert، نويسنده , , Mark M. and Xiao، نويسنده , , Yimin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
21
From page :
55
To page :
75
Abstract :
Let X = { X ( t ) , t ∈ R + } be an operator stable Lévy process in R d with exponent B, where B is an invertible linear operator on R d . We determine the Hausdorff dimension and the packing dimension of the range X ( [ 0 , 1 ] ) in terms of the real parts of the eigenvalues of B.
Keywords :
range , Hausdorff dimension , Operator stable processes , Packing dimension , Lévy processes
Journal title :
Stochastic Processes and their Applications
Serial Year :
2005
Journal title :
Stochastic Processes and their Applications
Record number :
1577538
Link To Document :
بازگشت