Hausdorff dimension of Weierstrass-Mandelbrot process

DOI10.1016/S0167-7152(01)00195-XMaRDI QIDQ1613005zbMATHFDO

Authors Jerzy Szulga

Publication date 5 September 2002

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

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)

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Cites work

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• scientific article; zbMATH DE number 3994654 (Why is no real title available?)
• Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion
• On the Weierstrass-Mandelbrot fractal function
• The Hausdorff dimension of graphs of Weierstrass functions
• The Weierstrass-Mandelbrot process revisited

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• Control of Weierstrass-Mandelbrot function model with Morlet wavelets
• The Weierstrass-Mandelbrot process revisited
• Weierstrass functions with random phases

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