Ming Yang, Department of Mathematics, University of Illinois, Urbana, IL 61801
Abstract
We prove that the expected Lebesgue measure of the range of an additive L'evy 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.
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)