Dimension properties of sample paths of self-similar processes

DOI10.1007/BF02560719MaRDI QIDQ4319235zbMATH OpenOpenAlexFDO

Authors Y. Xiao, Huonan Lin

Publication date 30 May 1995

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02560719

zbMATH Keywords

Brownian motionBrownian sheetfractional Brownian motionHausdorff dimensionsself-similar process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Random fields (60G60) Brownian motion (60J65)

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Cites work

• A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
• A dimension theorem for sample functions of processes with stable components
• Dimension results for Gaussian vector fields and index- stable fields
• Hausdorff Dimension in a Process with Stable Components--An Interesting Counterexample
• Hausdorff-Besicovitch dimension of Brownian motion paths
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• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
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• Infinite variance self-similar processes subordinate to a poisson measure
• Moment inequalities and the strong laws of large numbers
• On a class of self-similar processes
• Sample function properties of multi-parameter stable processes
• Sample functions of stable processes
• Sample path properties of ergodic self-similar processes
• Sample path properties of self-similar processes with stationary increments
• Some local properties of Gaussian vector fields
• The Hausdorff dimension of the range of the N-parameter Wiener process

Cited in

(25)

• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Path properties of a class of locally asymptotically self similar processes
• Packing dimension of the image of fractional Brownian motion
• Hausdorff dimension of operator stable sample paths
• Hausdorff dimension of the range and the graph of stable-like processes
• Local self-similarity and the Hausdorff dimension
• Fractal dimension results for continuous time random walks
• Uniform dimension results of multi-parameter stable processes
• The Hausdorff dimension of operator semistable Lévy processes
• Dimension results for sample paths of operator stable Lévy processes
• Sample path properties of ergodic self-similar processes
• Box dimension of interpolations of self-similar processes with stationary increments
• The sample path properties of a set stochastic process with several indexes
• On a class of self-similar processes with stationary increments in higher order Wiener chaoses
• Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
• scientific article; zbMATH DE number 1918635 (Why is no real title available?)
• Path properties of dilatively stable processes and singularity of their distributions
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• On the convex hull and winding number of self-similar processes
• On the carrying dimension of occupation measures for self-affine random fields
• Fractal dimensions of the Rosenblatt process
• Hausdorff and packing dimensions of the images of random fields
• Parabolic fractal geometry of stable Lévy processes with drift
• Convergence of trajectories in fractal interpolation of stochastic processes

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