Skip to main content
Log in

The Exact Hausdorff Measure Function of the Level Sets of Multi–parameter Symmetric Stable Process

  • ORIGINAL ARTICLES
  • Published:
Acta Mathematica Sinica Aims and scope Submit manuscript

Abstract

In this paper, we investigate the Hausdorff measure for level sets of N–parameter R d–valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N–parameter R d–valued stable processes. We show that the exact Hausdorff measure function of level sets of N–parameter R d–valued symmetric stable processes of index α is ϕ(r) = rN−d/α(log log 1/r)d/α when Nα > d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general (N, d,α) strictly stable processes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ehm, W.: Sample function properties of the multi–parameter stable processes. Z. W., 56, 195–228 (1981)

    MathSciNet  Google Scholar 

  2. Boylon, E. S.: Local times for a class of Markov processes. Illinois J. Math., 8, 19–39 (1964)

    MathSciNet  Google Scholar 

  3. Stone, C. J.: The set of zeros of a semi–stable process. Illinois J. Math., 7, 631–637 (1963)

    MathSciNet  Google Scholar 

  4. Taylor, S. J., Wendel, J. G.: The exact Hausdorff measure of the zero set of a stable process. Z. W., 6, 170–180 (1966)

    Google Scholar 

  5. Fristedt, B. E., Pruitt, W. E.: Lower functions for increasing random walks and subordinators. Z. W., 18, 167–182 (1971)

    MathSciNet  Google Scholar 

  6. Taylor, S. J.: Sample Path Properities of Processes with Stationary Independent Increasments, Stochastic Analysis (Wiley), 387–414, 1972

  7. Barlow, M. T., Perkins, E. A., Taylor, S. J.: Two uniform intrinsic constructions for the local time of a class of lèvy processes. Illinois J. Math., 30, 19–65 (1986)

    MathSciNet  Google Scholar 

  8. Perkins, E. A.: The exact Hausdorff measure of the level sets of Brownian motion. Z. W., 58, 373–388 (1981)

    MathSciNet  Google Scholar 

  9. Zhou, X. Y.: Hausdorff measure of level sets of multi–parameter Winner process in one dimension. Acta Math. Sinica, New Series, 9, 390–400 (1993)

    Google Scholar 

  10. Lin, H. N.: The local times and Hausdorff measure of the level sets a Wiener sheet. Science in China (Series A), 44, 696–708 (2001)

    Google Scholar 

  11. Geman, D., Horowitz, J.: Occupation densities. Ann. Proba., 8, 1–67 (1980)

    MathSciNet  Google Scholar 

  12. Taylor, S. J., Tricot, C.: Packing measure and its evaluation for a Brownian path. Trans. Amer. Math. Soc., 288, 679–699 (1985)

    Article  MathSciNet  Google Scholar 

  13. Davies, L.: Local H¨older conditions for the local time of a certain stationary Gaussian processes. Ann. Proba., 4, 277–298 (1976)

    Google Scholar 

  14. Falconer, K. J.: The geometry of Fractal sets, Cambridge University Press, Cambridge, 1985

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Shui Cao Zheng.

Additional information

Supported partly by the NNSF of China (Nos. 10371092, 10171015 and No. 10271027)

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zheng, S.C., Lin, H.N. & Hu, D.H. The Exact Hausdorff Measure Function of the Level Sets of Multi–parameter Symmetric Stable Process. Acta Math Sinica 21, 1137–1148 (2005). https://doi.org/10.1007/s10114-004-0521-1

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10114-004-0521-1

Keywords

MR (2000) Subject Classification

Navigation