On the double points of operator stable L\'evy processes
Tomasz Luks, Yimin Xiao

TL;DR
This paper calculates the Hausdorff dimension of the set of double points for symmetric operator stable Lévy processes, linking it to the eigenvalues of the process's stability exponent.
Contribution
It provides a formula for the Hausdorff dimension of double points based on the eigenvalues of the stability exponent, advancing understanding of the geometric properties of these processes.
Findings
Hausdorff dimension of double points determined
Dimension expressed via eigenvalues of stability exponent
Results apply to symmetric operator stable Lévy processes
Abstract
We determine the Hausdorff dimension of the set of double points for a symmetric operator stable L\'evy process in terms of the eigenvalues of its stability exponent.
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Taxonomy
TopicsProbability and Risk Models · Stochastic processes and financial applications · Stochastic processes and statistical mechanics
