Lower bounds of the Hausdorff dimension for the images of Feller processes

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • V. Knopova - , NASU - Glushkov Institute of Cybernetics (Author)
  • R. L. Schilling - , Chair of Probability Theory (Author)
  • J. Wang - , Fujian Normal University (Author)

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 δdimHE, whereδ∞{colon equals}sup{δ>0:limξ→∞infz∈RdRep(z,ξ)ξδ=∞}. This, along with the upper bound βdimHE 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 languageEnglish
Pages (from-to)222-228
Number of pages7
JournalStatistics and Probability Letters
Volume97
Publication statusPublished - 1 Feb 2015
Peer-reviewedYes

Keywords

Keywords

  • Blumenthal-Getoor index, Feller process, Hausdorff dimension, Primary, Pseudo-differential operator, Secondary, Symbol