Hausdorff dimension of Weierstrass-Mandelbrot process (Q1613005): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: On the Weierstrass-Mandelbrot fractal function / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3671491 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Hausdorff dimension of graphs of Weierstrass functions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4721321 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4154814 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: CONVERGENCE OF THE WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4266577 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Weierstrass-Mandelbrot process revisited / rank | |||
Normal rank |
Latest revision as of 16:37, 4 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hausdorff dimension of Weierstrass-Mandelbrot process |
scientific article |
Statements
Hausdorff dimension of Weierstrass-Mandelbrot process (English)
0 references
5 September 2002
0 references
Let \(W_r(t)= \sqrt{(\ln r)}\sum _{n=-\infty} ^{n=\infty} (1-\exp(ir^nt)) r^{-nH} \eta_n\), where \(\eta_n= \exp(i\theta_n)\), \( \theta_n\) are i.i.d. uniform variables on \([0,2\pi]\), \(H\in (0,1)\) and \(r\in (1,\infty)\). Such process is usually called Weierstrass-Mandelbrot process and as \(r\to 1\), \(W_r(t)\) converges in distribution to a complex fractional Brownian motion with the Hurst parameter equal to \(H\). The author proves that Weierstrass-Mandelbrot process and fractional Brownian motion have the same Hausdorff dimension of path and ranges, and, thus, verify the Berry-Lewis hypothesis [\textit{M. V. Berry} and \textit{Z. V. Lewis}, Proc. R. Soc. Lond., Ser. A 370, 459-484 (1980; Zbl 0435.28008)].
0 references
Hausdorff dimension
0 references
fractal dimension
0 references
fractional Brownian motion
0 references
Weierstrass-Mandelbrot process
0 references
small ball probability
0 references
law tails
0 references
characteristic function
0 references