Abstract
Consider an inviscid Burgers equation whose initial data is a Lévy α-stable process Z with α>1. We show that when Z has positive jumps, the Hausdorff dimension of the set of Lagrangian regular points associated with the equation is strictly smaller than 1/α, as soon as α is close to 1. This gives a partially negative answer to a Conjecture of Janicki and Woyczynski (J. Stat. Phys. 86(1–2):277–299, 1997). Along the way, we contradict a recent Conjecture of Z. Shi (http://www.proba.jussieu.fr/pageperso/smalldev/pbfile/pb4.pdf) about the lower tails of integrated stable processes.
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Simon, T. On the Hausdorff Dimension of Regular Points of Inviscid Burgers Equation with Stable Initial Data. J Stat Phys 131, 733–747 (2008). https://doi.org/10.1007/s10955-008-9508-0
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DOI: https://doi.org/10.1007/s10955-008-9508-0