Self-intersections of random fields (Q792004)
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scientific article; zbMATH DE number 3852152
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| English | Self-intersections of random fields |
scientific article; zbMATH DE number 3852152 |
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Self-intersections of random fields (English)
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1984
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This paper gives Hausdorff dimension results for the r-multiple times of Brownian motions, Brownian sheets and the general multiparametric Gaussian process \(W^{\beta}(t)\) with mean zero and \(E(W^{\beta}(s)- W^{\beta}(t))^ 2=| s-t|^{2\beta}\), \(0<\beta<1\). The main result is that for index \(\beta\) processes from \(R^ N\to R^ d\), the Hausdorff dimension of the r-multiple points is Nr-\(\beta\) d(r-1) when this quantity is positive.
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local time
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self intersection
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Hausdorff dimension
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Brownian sheets
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multiple points
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