Abstract
We establish a uniform Hausdorff dimension result for the inverse image sets of real-valued strictly α-stable Lévy processes with 1 < α ≤ 2. This extends a theorem of Kaufman [11] for Brownian motion. Our method is different from that of [11] and depends on covering principles for Markov processes.
| Original language | English (US) |
|---|---|
| Article number | 75 |
| Journal | Electronic Communications in Probability |
| Volume | 23 |
| DOIs | |
| State | Published - 2018 |
Keywords
- Hausdorff dimension
- Inverse images
- Stable Lévy processes
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty