Article ID Journal Published Year Pages File Type
1153524 Statistics & Probability Letters 2011 7 Pages PDF
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
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