Multiple points of operator semistable L\'evy processes

Tomasz Luks; Yimin Xiao

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arXiv · 1802.03303

Multiple points of operator semistable L\'evy processes

Tomasz Luks·Yimin Xiao

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Abstract

We determine the Hausdorff dimension of $k$-multiple points for a symmetric operator semistable L\'evy process $X=\{X(t), t\in\mathbb{R}_+\}$ in terms of the eigenvalues of its stability exponent. We also give a necessary and sufficient condition for the existence of $k$-multiple points. Our results extend to all $k\geq2$ the recent work [23], where the set of double points $(k = 2)$ was studied in the symmetric operator stable case.

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Tomasz Luks, Yimin Xiao. 2018-02-09. Multiple points of operator semistable L\'evy processes. https://arxiv.org/abs/1802.03303

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