Packing Dimension Profiles and Lévy Processes

Davar Khoshnevisan, René L. Schilling, and Yimin Xiao

Abstract. We extend the concept of packing dimension profiles, due to Falconer and Howroyd (1997) and Howroyd (2001), and use our extension in order to determine the packing dimension of an arbitrary image of a general Lévy process.

Keywords. Lévy processes, packing dimension, packing dimension profiles.

AMS Classification (2000) Primary: 60J25; Secondary: 60G51, 28A80.

Support. Research supported in part by the National Science Foundation grant DMS-1006903.

Pre/E-Prints. This paper (14 pages) is available in

Davar Khoshnevisan
Department of Mathematics
University of Utah
155 S, 1400 E JWB 233
Salt Lake City, UT 84112-0090, U.S.A.
René L. Schilling
Institut für Mathematische Stochastik
TU Dresden
D-01062 Dresden, Germany
Yimin Xiao
Department of Statistics and Probability
A-413 Wells Hall
Michigan State University
East Lansing, MI 48824, USA

Last Update: March 13, 2011
© 2011 - Davar Khoshnevisan, René L. Schilling, and Yimin Xiao