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On the range of subordinators
2014
Electronic Communications in Probability
In this note we look into detail at the box-counting dimension of subordinators. Given that X is a non-decreasing Levy process, which is not a compound Poisson process, we show that in the limit, the minimum number of boxes of size δ that cover the range of (X_s)_s≤ t is a.s. of order t/U(δ), where U is the potential function of X. This is a more refined result than the lower and upper index of the box-counting dimension computed in the literature which deals with the asymptotic number of boxes at logarithmic scale.
doi:10.1214/ecp.v19-3629
fatcat:q63pje4rkjbsxgupr3wjqkugfq