pith. sign in

arxiv: 1606.08490 · v1 · pith:X2PRSVWHnew · submitted 2016-06-27 · 🧮 math.PR

Asymptotic behavior of semistable L\'evy exponents and applications to fractal path properties

classification 🧮 math.PR
keywords boundsexponentoperatorpropertiessemistableapplicationsappliedasymptotic
0
0 comments X
read the original abstract

This paper proves sharp bounds on the tails of the L\'evy exponent of an operator semistable law on $\mathbb R^d$. These bounds are then applied to explicitly compute the Hausdorff and packing dimensions of the range, graph, and other random sets describing the sample paths of the corresponding operator semi-selfsimilar L\'evy processes. The proofs are elementary, using only the properties of the L\'evy exponent, and certain index formulae.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.