The Uniform Dimension of the Level Sets of a Brownian Sheet
Adler, Robert J.
Ann. Probab., Tome 6 (1978) no. 6, p. 509-515 / Harvested from Project Euclid
Let $W_N(\mathbf{t})$ denote the $N$-parameter Brownian sheet (Wiener process) taking values in $R^1$. For $0 < T \leqq 1$, set $\Delta(T) = \{\mathbf{t} \in R^N: 0 < t_i \leqq T, i = 1, \cdots, N\}$ and let $E(x, T) = \{\mathbf{t} \in \Delta(T): W_N(\mathbf{t}) = x\}$, the set of $\mathbf{t}$ where the process is at the level $x$. Then we show that, with probability one, the Hausdorff dimension of $E(x, T)$ equals $N - \frac{1}{2}$ for all $0 < T \leqq 1$ and every $x$ in the interior of the range of $W_N(\mathbf{t}, \mathbf{t} \in \Delta(T)$. This provides an answer to a question raised earlier by Pyke.
Publié le : 1978-06-14
Classification:  Brownian sheet,  level sets,  Hausdorff dimension,  local time,  60G17,  60J65,  60J55
@article{1176995535,
     author = {Adler, Robert J.},
     title = {The Uniform Dimension of the Level Sets of a Brownian Sheet},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 509-515},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995535}
}
Adler, Robert J. The Uniform Dimension of the Level Sets of a Brownian Sheet. Ann. Probab., Tome 6 (1978) no. 6, pp.  509-515. http://gdmltest.u-ga.fr/item/1176995535/