Hausdorff dimension of the graph of the Fractional Brownian Sheet
Ayache, Antoine
Rev. Mat. Iberoamericana, Tome 20 (2004) no. 1, p. 395-412 / Harvested from Project Euclid
Let $\{B^{(\alpha)}(t)\}_{t\in\mathbb{R}^{d}}$ be the Fractional Brownian Sheet with multi-index $\alpha=(\alpha_1,\ldots, \alpha_d)$, $0< \alpha_i< 1$. In \cite{Kamont1996}, Kamont has shown that, with probability $1$, the box dimension of the graph of a trajectory of this Gaussian field, over a non-degenerate cube $Q\subset\mathbb{R}^{d}$ is equal to $d+1-\min(\alpha_1,\ldots,\alpha_d)$. In this paper, we prove that this result remains true when the box dimension is replaced by the Hausdorff dimension or the packing dimension.
Publié le : 2004-06-14
Classification:  gaussian fields,  fractional brownian motion,  random wavelet series,  Hausdorff dimension,  packing dimension,  60G15,  60G17,  60G60,  42C40,  60G50
@article{1087482020,
     author = {Ayache, Antoine},
     title = {Hausdorff dimension of the graph of the Fractional Brownian Sheet},
     journal = {Rev. Mat. Iberoamericana},
     volume = {20},
     number = {1},
     year = {2004},
     pages = { 395-412},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1087482020}
}
Ayache, Antoine. Hausdorff dimension of the graph of the Fractional Brownian Sheet. Rev. Mat. Iberoamericana, Tome 20 (2004) no. 1, pp.  395-412. http://gdmltest.u-ga.fr/item/1087482020/