Multiple points of dilation-stable Lévy processes
Shieh, Narn-Rueih
Ann. Probab., Tome 26 (1998) no. 1, p. 1341-1355 / Harvested from Project Euclid
Let $X$ be a symmetric Lévy process in $\mathbb{R}^d, d = 2, 3$. We assume that $X$ has independent $\alpha_j$-stable components, $1 < \alpha_d \leq \dots \leq \alpha_1 < 2$ (a process with stable components, by Pruitt and Taylor), or more generally that $X$ is $d$-dimensionally self-similar with similarity exponents $H_j, H_j = 1/\alpha_j$ (a dilation-stable process, by Kunita). Let a given integer $k \geq 2$ be such that $k(H - 1) < H, H = \Sigma_{j=1}^d H_j$. We prove that the set of $k$-multiple points $E_k$ is almost surely of Hausdorff dimension $$\dim E_k = \min (\frac{k - (k -1)H}{H_1}, d - \frac{k(H - 1)}{H_d})$$. In the stable components case, the above formula was proved by Hendricks for $d = 2$ and was suspected by him for $d = 3$.
Publié le : 1998-07-14
Classification:  Lévy processes,  stable components,  dilation-stability,  self-similarity,  multiple points,  Hausdorff dimensions,  60G17
@article{1022855754,
     author = {Shieh, Narn-Rueih},
     title = {Multiple points of dilation-stable L\'evy processes},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 1341-1355},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855754}
}
Shieh, Narn-Rueih. Multiple points of dilation-stable Lévy processes. Ann. Probab., Tome 26 (1998) no. 1, pp.  1341-1355. http://gdmltest.u-ga.fr/item/1022855754/