Preprint: (To appear in Séminaire de Probabilités XXXVII)
The Codimension of the Zeros of a Stable Process in Random Scenery

D. Khoshnevisan

Abstract. We show that for any a\in (1,2], the (stochastic) codimension of the zeros of an a-stable process in random scenery is identically 1-(2 a)-1. As an immediate consequence, we deduce that the Hausdorff dimension of the zeros of the latter process is almost surely (2 a)-1. This solves Conjecture 5.2 of Khoshnevisan and Lewis (1999b), thereby refining a computation of Xiao (1999).

Keywords. Random walk in random scenery, stochastic codimension, Hausdorff dimension.

AMS Classification (2000) 60K37

Support. Research supported in part by grants from

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Davar Khoshnevisan
Department of Mathematics
University of Utah
155 S, 1400 E JWB 233
Salt Lake City, UT 84112-0090, U.S.A.
davar@math.utah.edu

Last Update: October 1, 2001
© 2001 - Davar Khoshnevisan