On the Hausdorff dimension of a set of multiple points for some stable random fields (Q1324840)

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scientific article; zbMATH DE number 578633
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    On the Hausdorff dimension of a set of multiple points for some stable random fields
    scientific article; zbMATH DE number 578633

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      On the Hausdorff dimension of a set of multiple points for some stable random fields (English)
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      19 July 1994
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      In a previous paper, the author [Lith. Math. J. 31, No. 1, 89-95 (1991) and Litov. Mat. Sb. 31, No. 1, 127-135 (1991; Zbl 0738.60043)] gave sufficient conditions for a stable random field \(X(t)=(X_ 1(t),\cdots,X_ d(t))\in{\mathbb{R}}^ d\), \(t\in[0,1]^ N\), to have \(m\)- multiple points. The present paper is a continuation of that work, and gives information on the size of the set of multiple points: \(M_ m=\{(t_ 1,\cdots,t_ m)\in[0,1]^{Nm}\): \(X(t_ 1)=X(t_ 2)=\cdots=X(t_ m)\}\). An \(\alpha\)-stable random field \(X(t)\) is called index-\(\beta\) if the ``incremental variance'' \[ \| X(t+h)-X(t)\|_ \alpha:=\Bigl(-\Bigl| E\exp\Bigl(i\sum_ j(X_ j(t+h)-X_ j(t))\Bigr)\Bigr|\Bigr)^{1/\alpha}\approx| h|^ \beta \] as \(h\to 0\). Let \(X\) be index-\(\beta\), be locally nondeterministic (an ``approximately independent'' condition on the increments and the components of \(X\) [see \textit{J. P. Nolan}, Probab. Theory Relat. Fields 82, No. 3, 387-410 (1989; Zbl 0659.60106)]), have stationary increments and be uniformly Hölder continuous of order \(\beta\). Then, with positive probability, the Hausdorff dimension of \(M_ m\) is equal to \(Nm-(m-1)d\beta\).
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      multiple points
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      random field
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      locally nondeterministic
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      Hausdorff dimension
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