Hausdorff dimension of Weierstrass-Mandelbrot process
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Publication:1613005
DOI10.1016/S0167-7152(01)00195-XzbMath1005.60086MaRDI QIDQ1613005
Publication date: 5 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
fractional Brownian motion; characteristic function; Hausdorff dimension; fractal dimension; Weierstrass-Mandelbrot process; small ball probability; law tails
60G15: Gaussian processes
60J65: Brownian motion
60G17: Sample path properties
60J99: Markov processes
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Weierstrass functions with random phases, Control of Weierstrass–Mandelbrot Function Model with Morlet Wavelets
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