Uniform hausdorff dimension result for the inverse images of stable Lévy processes

Renming Song, Yimin Xiao, Xiaochuan Yang

Research output: Contribution to journalArticlepeer-review

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 languageEnglish (US)
Article number75
JournalElectronic Communications in Probability
Volume23
DOIs
StatePublished - 2018

Keywords

  • Hausdorff dimension
  • Inverse images
  • Stable Lévy processes

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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