The packing indices for some Lévy processes
Statistics & Probability Letters(2011)
摘要
Let X={Xt,t≥0} be a Lévy process, and γ0=sup{α≥0:lim infa→0a−αET(a,1)<∞}, where T(a,1)=∫01I{|Xt|≤a}dt. Taylor (1986) showed that the packing dimension of the trajectory of X is γ0.
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关键词
60F15,60G15,60G17
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