Fractional Brownian motion and packing dimension

DOI10.1007/BF02214076MaRDI QIDQ1923929zbMATH OpenOpenAlexFDO

Authors Michel Talagrand, Y. Xiao

Publication date 21 April 1997

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02214076

zbMATH Keywords

imagefractional Brownian motionpacking dimension

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 44693 (Why is no real title available?)
• scientific article; zbMATH DE number 3998896 (Why is no real title available?)
• scientific article; zbMATH DE number 3278048 (Why is no real title available?)
• Packing Measure, and its Evaluation for a Brownian Path
• Packing regularity of sets in n-space
• The measure theory of random fractals
• The packing measure of rectifiable subsets of the plane
• Two definitions of fractional dimension
• Uniform measure results for the image of subsets under Brownian motion

Cited in

(18)

• Dimension results for sample paths of operator stable Lévy processes
• Packing dimensions of the images of Gaussian random fields
• Packing dimension of space-time anisotropic Gaussian random fields
• Dimensional properties of fractional Brownian motion
• Hausdorff-type measures of the sample paths of fractional Brownian motion
• Hausdorff and packing dimensions of the images of random fields
• Uniform dimension results for fractional Brownian motion
• Minkowski dimension of Brownian motion with drift
• Horizons of fractional Brownian surfaces
• scientific article; zbMATH DE number 38171 (Why is no real title available?)
• A uniform result for the dimension of fractional Brownian motion level sets
• A packing dimension theorem for Gaussian random fields
• Packing-type measures of the sample paths of fractional Brownian motion
• Packing dimension of the image of fractional Brownian motion
• Polar sets and relative dimension for generalized Brownian sheet
• On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors
• Packing Measure, and its Evaluation for a Brownian Path
• Packing-dimension profiles and fractional Brownian motion

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