The packing indices for some Lévy processes

Let be a Lévy process, and where .Â Taylor (1986) showed that the packing dimension of the trajectory of X is [gamma]0. An open question fromÂ Pruitt and Taylor (1996) is: Is it true that [gamma]0=inf{[alpha]>=0:a-[alpha]T(a,1)-->[infinity]Â a.s.Â Â asÂ Â a-->0}? In this paper, we give some answers to this question.

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Year of publication:	2011
Authors:	Zheng, Jing ; Lin, Zhengyan ; Tong, Changqing
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 11, p. 1683-1689
Publisher:	Elsevier
Keywords:	Levy process Packing dimension Local time Occupation time measure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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