For processes $X(t)$ with stable components we calculate $\dim X(E)$ in terms of $\dim E$, where $E$ is a fixed Borel subset of [0, 1] of known Hausdorff-Besicovitch dimension, $\dim E$. Our results extend the earlier ones of Blumenthal and Getoor in the stable case.
Publié le : 1973-10-14
Classification:
Hausdorff dimension,
Sample path properties,
Processes with stable components,
60G17,
60J30,
60J40,
60J25
@article{1176996850,
author = {Hendricks, W. J.},
title = {A Dimension Theorem for Sample Functions of Processes with Stable Components},
journal = {Ann. Probab.},
volume = {1},
number = {5},
year = {1973},
pages = { 849-853},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996850}
}
Hendricks, W. J. A Dimension Theorem for Sample Functions of Processes with Stable Components. Ann. Probab., Tome 1 (1973) no. 5, pp. 849-853. http://gdmltest.u-ga.fr/item/1176996850/