On the range of subordinators
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | On the range of subordinators |
2. | Creator | Author's name, affiliation, country | Mladen Svetoslavov Savov; The University of Reading; United Kingdom |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Subordinator, Box-dimension ,Potential Measure |
3. | Subject | Subject classification | 60J75; 60K99 |
4. | Description | Abstract | In this note we look into detail into the box-counting dimension of subordinators. Given that X is a non-decreasing Levy process which is not Compound Poisson process we show that in the limit, a.s., the minimum number of boxes of size $a$ that cover the range of $(X_s)_{s\leq t}$ is a.s. of order $t/U(a)$, where U is the potential function of X. This is a more rened result than the lower and upper index of the box-counting dimension computed by Jean Bertoin in his 1999 book, which deals with the asymptotic of the number of boxes at logarithmic scale. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2014-12-11 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/3629 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v19-3629 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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