Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153524 | Statistics & Probability Letters | 2011 | 7 Pages |
Abstract
Let X={Xt,t≥0} be a Lévy process, and γ0=sup{α≥0:lim infa→0a−αET(a,1)<∞}, where T(a,1)=∫01I{|Xt|≤a}dt. Taylor (1986) showed that the packing dimension of the trajectory of XX is γ0γ0.An open question from Pruitt and Taylor (1996) is: Is it true that γ0=inf{α≥0:a−αT(a,1)→∞ a.s. as a→0}?γ0=inf{α≥0:a−αT(a,1)→∞ a.s. as a→0}? In this paper, we give some answers to this question.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jing Zheng, Zhengyan Lin, Changqing Tong,