陈芷禾. Markov过程象集和图集的Hausdorff维数[J]. 应用概率统计, 2024, 40(6): 942-956. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022133
引用本文: 陈芷禾. Markov过程象集和图集的Hausdorff维数[J]. 应用概率统计, 2024, 40(6): 942-956. DOI: 10.12460/j.issn.1001-4268.aps.2024.2022133
CHEN Zhi-He, . Hausdorff Dimension of Range and Graph for General Markov Processes[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(6): 942-956.
Citation: CHEN Zhi-He, . Hausdorff Dimension of Range and Graph for General Markov Processes[J]. Chinese Journal of Applied Probability and Statistics, 2024, 40(6): 942-956.

Markov过程象集和图集的Hausdorff维数

Hausdorff Dimension of Range and Graph for General Markov Processes

  • 摘要: 在假定小时间内过程停留或离开小球概率估计的条件下, 我们建立\mathbbR^d上一般Markov过程图集的Hausdorff维数. 特别地, 我们的结果表明在\mathbbR^d上对称扩散过程(\alpha=2) 或对称\alpha-stable型过程(\alpha\in(0, 2)), 几乎处处有 \textdim_\mathcalH\mathrmGrX(0, 1)= \mathbb1_\\alpha<1\+(2-1/\alpha)\mathbb1_\\alpha\ge1, d=1\+(d\wedge \alpha)\mathbb1_\\alpha\ge1, d\ge2\. 同时我们也系统地证明了Markov过程象集Hausdorff维数的相关结果.

     

    Abstract: We establish the Hausdorff dimension of the graph of general Markov processes on \mathbbR^d based on some probability estimates of the processes staying or leaving small balls in small time. In particular, our results indicate that, for symmetric diffusion processes (with \alpha=2) or symmetric \alpha-stable-like processes (with \alpha\in (0, 2)) on \mathbbR^d, it holds almost surely that \textdim_\mathcalH\mathrmGrX(0, 1)= \mathbb1_\\alpha<1\+(2-1/\alpha)\mathbb1_\\alpha\ge1, d=1\+(d\wedge \alpha)\mathbb1_\\alpha\ge1, d\ge2\. We also systematically prove the corresponding results about the Hausdorff dimension of the range of the processes.

     

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