Self-intersections of random fields (Q792004)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Self-intersections of random fields |
scientific article |
Statements
Self-intersections of random fields (English)
0 references
1984
0 references
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.
0 references
local time
0 references
self intersection
0 references
Hausdorff dimension
0 references
Brownian sheets
0 references
multiple points
0 references