Lina Wedrich

activity

20122016

most citedHausdorff dimension of operator semistable Lévy processes

7 citations · 10 across the 5 of their papers we have counts for

collaborators

5 papers

math.PR2016★ 2 cited

On exact Hausdorff measure functions of operator semistable Lévy processes

Peter Kern, Lina Wedrich

Let $X = {X (t)}_{t \geq 0}$ be an operator semistable Lévy process on $R^{d}$ with exponent $E$ , where $E$ is an invertible linear operator on $R^{d}$ . In this paper we…

math.PR2015

Hausdorff dimension of the graph of an operator semistable Lévy process

Lina Wedrich

Let $X = {X (t) : t \geq 0}$ be an operator semistable Lévy process in $R^{d}$ with exponent $E$ , where $E$ is an invertible linear operator on $R^{d}$ . For an arbitrary B…

math.PR2014★ 1 cited

Dilatively semistable stochastic processes

Peter Kern, Lina Wedrich

Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It…

math.PR2013

The dimension of the St. Petersburg game

Peter Kern, Lina Wedrich

Let $S_{n}$ be the total gain in $n$ repeated St.\ Petersburg games. It is known that $n^{- 1} (S_{n} - n lo g_{2} n)$ converges in distribution to a random element $Y (t)$ along subsequences o…

math.PR2012★ 7 cited

Hausdorff dimension of operator semistable Lévy processes

Peter Kern, Lina Wedrich

Let $X = {X (t)}_{t \geq 0}$ be an operator semistable Lévy process in $\rd$ with exponent $E$ , where $E$ is an invertible linear operator on $\rd$ and $X$ is semi-selfsimilar with re…