The local times and Hausdorff measure for level sets of a Wiener sheet

MaRDI QIDQ1609677zbMATH OpenFDO

Authors Huonan Lin

Publication date 15 August 2002

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

Brownian sheetgauge functionHausdorff dimensionlocal time

Mathematics Subject Classification ID

Sample path properties (60G17) Random fields (60G60)

Review text

It is shown that the exact gauge function for the Hausdorff dimension of the level sets of an \(n\)-parameter \(R^d\)-valued Wiener sheet is \(\varphi(r)=r^{N-d/2}(\log\log 1/r)^{d/2}\) if \(2N>d\). The Hausdorff measure with this gauge function and the local time process are mutually absolutely continuous.

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(6)

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• The Hausdorff \(\alpha\)-dimensional measures of the level sets and the graph of the N-parameter Wiener process
• Some path properties of generalized Lévy sheet

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