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The packing indices for some Lévy processes

Author

Listed:
  • Zheng, Jing
  • Lin, Zhengyan
  • Tong, Changqing

Abstract

Let be a Lévy process, and where . Taylor (1986) showed that the packing dimension of the trajectory of X is [gamma]0. An open question from Pruitt and Taylor (1996) is: Is it true that [gamma]0=inf{[alpha]>=0:a-[alpha]T(a,1)-->[infinity] a.s.  as  a-->0}? In this paper, we give some answers to this question.

Suggested Citation

  • Zheng, Jing & Lin, Zhengyan & Tong, Changqing, 2011. "The packing indices for some Lévy processes," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1683-1689, November.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:11:p:1683-1689
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