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Hausdorff dimension theorems for self-similar Markov processes
Hausdorff dimension theorems self-similar Markov processes
2009/9/22
Let X(t) (ts R,) be an u-self-similar Markov process
on Rd or Rd+. The Hausdorff dimension of the image, graph and zero
set of X(t) are obtained under certain mild conditions. Similar results
are a...
Self-similar processes as weak limits of a risk reserve process
Self-similar processes weak limits a risk reserve process
2009/9/22
Self-similar processes are closely connected with limit :
theorems for identical and in general strongly dependent variables.
Moreover, since they allow heavy-tailed distributions and provide an
ad...
Box dimension of interpolations of self-similar processes with stationary increments
Fractal interpolation interpolation dimension box dimension self-similar process
2009/9/21
We prove that under a general condition interpolation
dimensions of H-sssi process converge in probabiIity to 2-H. The
result can be applied to a wide class of H-sssi processes which includes
fract...
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Self-similar Markov process subordinator exponential functional
2009/5/4
Let $xi$ be a subordinator with Laplace exponent $Phi$, $I=int_{0}^{infty}exp(-xi_s)ds$ the so-called exponential functional, and $X$ (respectively, $hat X$) the self-similar Markov process obtained f...
On the Existence of Recurrent Extensions of Self-similar Markov Processes
self-similar semi-stable Lamperti transformation recurrent extension
2009/4/23
Let X = (Xt)t ≥ 0 be a self-similar Markov process with values in the non-negative half-line, such that the state 0 is a trap. We present a necessary and sufficient condition for the existence of a se...