Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527640 | Stochastic Processes and their Applications | 2005 | 21 Pages |
Abstract
Let X={X(t),tâR+} be an operator stable Lévy process in Rd with exponent B, where B is an invertible linear operator on Rd. 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Mark M. Meerschaert, Yimin Xiao,