Fractal properties of the random string processes

DOI10.1214/074921706000000806MaRDI QIDQ3592312zbMATH OpenOpenAlexFDO

Authors Y. Xiao, Dongsheng Wu

Publication date 12 September 2007

Published in High Dimensional Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0612700

zbMATH Keywords

double timesgraphHausdorff dimensionlevel setpacking dimensionrandom string processrangestationary pinned string

Mathematics Subject Classification ID

Fractals (28A80) Gaussian processes (60G15) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: Let $u_t(x),tge0,xinmathbbR$ be a random string taking values in ${mathbbR}^d$, specified by the following stochastic partial differential equation [Funaki (1983)]: [frac{partial u_t(x)}{partial t}=frac{{partial}^2u_t(x)}{partial x^2}+dot{W},] where $dotW(x,t)$ is an ${mathbbR}^d$-valued space-time white noise. Mueller and Tribe (2002) have proved necessary and sufficient conditions for the ${mathbbR}^d$-valued process $u_t(x):tge0,xinmathbbR$ to hit points and to have double points. In this paper, we continue their research by determining the Hausdorff and packing dimensions of the level sets and the sets of double times of the random string process $u_t(x):tge0,xinmathbbR$. We also consider the Hausdorff and packing dimensions of the range and graph of the string.

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• Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
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• Fractal properties of polar sets of random string processes
• Temporal fractal nature of linearized Kuramoto-Sivashinsky SPDEs and their gradient in one-to-three dimensions

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