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arXiv 1609.09657math.PR
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算子半稳定Lévy过程的精确Hausdorff测度函数

On exact Hausdorff measure functions of operator semistable Lévy processes

Peter Kern, Lina Wedrich

摘要:

设$X=\{X(t)\}_{t\geq0}$是$\mathbb{R}^d$上的算子半稳定Lévy过程,其指数为$E$,其中$E$是$\mathbb{R}^d$上的可逆线性算子.本文在对$E$的主谱分量作一定假设的情况下,确定了时间间隔$[0,1]$上$X$值域的精确Hausdorff测度函数.作为副产品,我们还提出了Tauberian结果半稳定从属和尖锐的界限的渐近行为的预期逗留时间的$X$。

英文摘要:

Let $X=\{X(t)\}_{t\geq0}$ be an operator semistable Lévy process on $\mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}^d$. In this paper we determine exact Hausdorff measure functions for the range of $X$ over the time interval $[0,1]$ under certain assumptions on the principal spectral component of $E$. As a byproduct we also present Tauberian results for semistable subordinators and sharp bounds for the asymptotic behavior of the expected sojourn times of $X$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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