On the Hausdorff dimension of the set generated by exceptional oscillations of a two-parameter Wiener process

DOI10.1006/jmva.2000.1927zbMath0988.60024OpenAlexW1966460344MaRDI QIDQ5949981

Zacharie Dindar

Publication date: 30 June 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1927

zbMATH Keywords

Hausdorff dimensionlarge incrementstwo-parameter Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractals (28A80)

Related Items (1)

Hausdorff dimension of set generated by exceptional oscillations of a class of \(N\)-parameter Gaussian processes

Cites Work

• How big are the lag increments of a 2-parameter Wiener process? II
• Sample functions of the \(N\)-parameter Wiener process
• On the fractal nature of empirical increments
• How big are the lag increments of a two-parameter Wiener process?
• Orthogonal developments of functionals and related theorems in the Wiener space of functions of two variables
• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
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