The local times and Hausdorff measure for level sets of a Wiener sheet (Q1609677): Difference between revisions

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Latest revision as of 05:04, 5 March 2024

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The local times and Hausdorff measure for level sets of a Wiener sheet
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    The local times and Hausdorff measure for level sets of a Wiener sheet (English)
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    15 August 2002
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    It is shown that the exact gauge function for the Hausdorff dimension of the level sets of an \(n\)-parameter \(R^d\)-valued Wiener sheet is \(\varphi(r)=r^{N-d/2}(\log\log 1/r)^{d/2}\) if \(2N>d\). The Hausdorff measure with this gauge function and the local time process are mutually absolutely continuous.
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    Brownian sheet
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    local time
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    Hausdorff dimension
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    gauge function
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