Sojourn time dimensions of fractional Brownian motion

DOI10.3150/19-BEJ1105zbMath1444.60030arXiv1809.00518OpenAlexW2889849036MaRDI QIDQ2174973

Ivan Nourdin, Stéphane Seuret, Giovanni Peccati

Publication date: 27 April 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.00518

zbMATH Keywords

fractional Brownian motionsojourn timelogarithmic densitymacroscopic Hausdorff dimensionpixel density

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Related Items (1)

Fractal dimensions of the Rosenblatt process

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