On a theorem in multi-parameter potential theory
Abstract
We prove that the expected Lebesgue measure of the range of an additive Levy process is positive if and only if the product $\Re([1+\Psi_1(\xi)]^{-1})...\Re([1+\Psi_N(\xi)]^{-1})$ is integrable. This was previously proved by Khoshnevisan, Xiao and Zhong [1] under a sector condition.
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Pages: 267-275
Publication Date: September 5, 2007
DOI: 10.1214/ECP.v12-1293
References
- Khoshnevisan, Davar; Xiao, Yimin; Zhong, Yuquan. Measuring the range of an additive Lévy process. Ann. Probab. 31 (2003), no. 2, 1097--1141. MR1964960 (2004c:60155)
- D. Khoshnevisan, N.-R. Sheih, and Y. Xiao, Hausdorff dimension of the contours of symmetric additive proceeses, Probab. Th. Rel. Fields (2006), to appear.
- Mattila, Pertti. Geometry of sets and measures in Euclidean spaces. Fractals and rectifiability. Cambridge Studies in Advanced Mathematics, 44. Cambridge University Press, Cambridge, 1995. xii+343 pp. ISBN: 0-521-46576-1; 0-521-65595-1 MR1333890 (96h:28006)

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