Dimension Results for Sample Paths of Operator Stable Lévy Processes
نویسندگان
چکیده
Let X = {X(t), t ∈ R+} be an operator stable Lévy process in R with exponent B, where B is an invertible linear operator on R. 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. Running Title Dimension of Operator Stable Lévy Processes
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