Summary
Precise conditions are obtained for the packing measure of an arbitrary subordinator to be zero, positive and finite, or infinite. It develops that the packing measure problem for a subordinatorX(t) is equivalent to the upper local growth problem forY(t)=min (Y 1 (t), Y 2 (t)), whereY 1 andY 2 are independent copies ofX. A finite and positive packing measure is possible for subordinators “close to Cauchy”; for such a subordinator there is non-random concave upwards function that exactly describes the upper local growth ofY (although, as is well known, there is no such function for the subordinatorX itself).
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Research supported in part by NSF under contracts (1) DMS 87-01866, and (2) DMS 87-01212
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Fristedt, B.E., Taylor, S.J. The packing measure of a general subordinator. Probab. Th. Rel. Fields 92, 493–510 (1992). https://doi.org/10.1007/BF01274265
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DOI: https://doi.org/10.1007/BF01274265