The packing measure of the trajectories of multiparameter fractional Brownian motion

DOI10.1017/S0305004103006753zbMath1041.60039OpenAlexW2036275463MaRDI QIDQ4461544

Yimin Xiao

Publication date: 18 May 2004

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004103006753

zbMATH Keywords

sojourn timepacking measuremulti-parameter fractional Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17) Hausdorff and packing measures (28A78)

Related Items (4)

The exact Hausdorff measure of the zero set of fractional Brownian motion ⋮ A class of probability distribution functions preserving the packing dimension ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Packing-type measures of the sample paths of fractional Brownian motion

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