Thick Points for Transient Symmetric Stable Processes
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1. | Title | Title of document | Thick Points for Transient Symmetric Stable Processes |
2. | Creator | Author's name, affiliation, country | Amir Dembo; Stanford University |
2. | Creator | Author's name, affiliation, country | Yuval Peres; University of California, Berkeley |
2. | Creator | Author's name, affiliation, country | Jay Rosen; College of Staten Island, CUNY |
2. | Creator | Author's name, affiliation, country | Ofer Zeitouni; Technion |
3. | Subject | Discipline(s) | Mathematics |
3. | Subject | Keyword(s) | Stable process, occupation measure, multifractal spectrum. |
3. | Subject | Subject classification | 60J55. |
4. | Description | Abstract | Let $T(x,r)$ denote the total occupation measure of the ball of radius $r$ centered at $x$ for a transient symmetric stable processes of index $b<d$ in $R^d$ and $K(b,d)$ denote the norm of the convolution with its 0-potential density, considered as an operator on $L^2(B(0,1),dx)$. We prove that as $r$ approaches 0, almost surely $\sup_{|x| \leq 1} T(x,r)/(r^b|\log r|) \to b K(b,d)$. Furthermore, for any $a \in (0,b/K(b,d))$, the Hausdorff dimension of the set of ``thick points'' $x$ for which $\limsup_{r \to 0} T(x,r)/(r^b |\log r|)=a$, is almost surely $b-a/K(b,d)$; this is the correct scaling to obtain a nondegenerate ``multifractal spectrum'' for transient stable occupation measure. The liminf scaling of $T(x,r)$ is quite different: we exhibit positive, finite, non-random $c(b,d), C(b,d)$, such that almost surely $c(b,d)<\sup_x \liminf_{r \to 0} T(x,r)/r^b<C(b,d)$. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 1999-05-05 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/47 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v4-47 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 4 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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