Hausdorff dimension of Weierstrass-Mandelbrot process

DOI10.1016/S0167-7152(01)00195-XzbMATH Open1005.60086MaRDI QIDQ1613005FDOQ1613005

Authors: Jerzy Szulga 

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

characteristic functionfractional Brownian motionfractal dimensionHausdorff dimensionsmall ball probabilitylaw tailsWeierstrass-Mandelbrot process

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov processes (60J99) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Weierstrass-Mandelbrot fractal function
• The Hausdorff dimension of graphs of Weierstrass functions
• Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Weierstrass-Mandelbrot process revisited

Cited In (3)

• Weierstrass functions with random phases
• Control of Weierstrass–Mandelbrot Function Model with Morlet Wavelets
• The Weierstrass-Mandelbrot process revisited

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