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Hausdorff dimension of the graph of an operator semistable Lévy process

Published 1 Jun 2015 in math.PR | (1506.00615v1)

Abstract: Let $X={X(t):t\geq0}$ be an operator semistable L\'evy process in $\mathbb{R}d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}d$. For an arbitrary Borel set $B\subseteq\mathbb{R}_+$ we interpret the graph $Gr_X(B)={(t,X(t)):t\in B}$ as a semi-selfsimilar process on $\mathbb{R}{d+1}$, whose distribution is not full, and calculate the Hausdorff dimension of $Gr_X(B)$ in terms of the real parts of the eigenvalues of the exponent $E$ and the Hausdorff dimension of $B$.

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