Uniform dimension results for fractional Brownian motion (Q2398031)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Uniform dimension results for fractional Brownian motion
    scientific article

      Statements

      Uniform dimension results for fractional Brownian motion (English)
      0 references
      0 references
      0 references
      14 August 2017
      0 references
      \textit{R. Kaufman}'s [C. R. Acad. Sci., Paris, Sér. A 268, 727--728 (1969; Zbl 0174.21401)] dimensional doubling theorem states that for a planar Brownian motion \(\{B(t), t\in [0,1]\}\), \(P(\dim B(A)=2 \dim A \text{ for all } A \subset [0,1])=1\) where \(\dim\) denotes either Hausdorff dimension \(\dim_H\) or packing dimension \(\dim_P\). The authors prove similar uniform dimension results in the one-dimensional case for a fractional Brownian motion. The authors introduce the new concept of modified Assoud dimension. For different concepts of dimension, see [\textit{K. Falconer}, Fractal geometry. Mathematical foundations and applications. 2nd ed. Chichester: Wiley (2003; Zbl 1060.28005)]
      0 references
      fractional Brownian motion
      0 references
      uniform dimension results
      0 references
      Hausdorff dimension
      0 references
      packing dimension
      0 references
      Assouad dimension
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references