Lower bounds of the Hausdorff dimension for the images of Feller processes
Research output: Contribution to journal › Research article › Contributed › peer-review
Contributors
Abstract
Let (Xt)t≥0 be a Feller process generated by a pseudo-differential operator whose symbol satisfies {norm of matrix}p({dot operator}, ξ){norm of matrix}∞≤c(1+ξ2) and p({dot operator}, 0)≡0. We prove that, for a large class of examples, the Hausdorff dimension of the set {Xt:t∈E} for any analytic set E⊂[0, ∞) is almost surely bounded below by δ∞dimHE, whereδ∞{colon equals}sup{δ>0:limξ→∞infz∈RdRep(z,ξ)ξδ=∞}. This, along with the upper bound β∞dimHE with β∞{colon equals}inf{δ>0:limξ→∞supη≤ξsupz∈Rdp(z,η)ξδ=0} established in Böttcher, Schilling and Wang (2014), extends the dimension estimates for Lévy processes of Blumenthal and Getoor (1961) and Millar (1971) to Feller processes.
Details
Original language | English |
---|---|
Pages (from-to) | 222-228 |
Number of pages | 7 |
Journal | Statistics and Probability Letters |
Volume | 97 |
Publication status | Published - 1 Feb 2015 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Blumenthal-Getoor index, Feller process, Hausdorff dimension, Primary, Pseudo-differential operator, Secondary, Symbol