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On the Double Points of Operator Stable Lévy Processes

Author

Listed:
  • Tomasz Luks

    (Ecole Centrale de Marseille, I2M
    Michigan State University)

  • Yimin Xiao

    (Michigan State University)

Abstract

We determine the Hausdorff dimension of the set of double points for a symmetric operator stable Lévy process $$X=\left\{ X(t),t\in \mathbb {R}_+\right\} $$ X = X ( t ) , t ∈ R + in terms of the eigenvalues of its stability exponent.

Suggested Citation

  • Tomasz Luks & Yimin Xiao, 2017. "On the Double Points of Operator Stable Lévy Processes," Journal of Theoretical Probability, Springer, vol. 30(1), pages 297-325, March.
    • Handle: RePEc:spr:jotpro:v:30:y:2017:i:1:d:10.1007_s10959-015-0638-4
    DOI: 10.1007/s10959-015-0638-4
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    References listed on IDEAS

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    1. Meerschaert, Mark M. & Xiao, Yimin, 2005. "Dimension results for sample paths of operator stable Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 55-75, January.
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    Cited by:

    1. Tomasz Luks & Yimin Xiao, 2020. "Multiple Points of Operator Semistable Lévy Processes," Journal of Theoretical Probability, Springer, vol. 33(1), pages 153-179, March.

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