From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields

DOI10.1051/ps/2013044zbMath1312.60065arXiv1206.0605OpenAlexW2963912558MaRDI QIDQ5174362

Benjamin Arras, Geoffroy Barruel, Erick Herbin

Publication date: 17 February 2015

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0605

zbMATH Keywords

Hausdorff dimensionstationarityHölder regularityGaussian random fieldsmultiparameter processesmulti-fractional Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Sample path properties (60G17) Hausdorff and packing measures (28A78)

Related Items (7)

Some singular sample path properties of a multiparameter fractional Brownian motion ⋮ Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ Some sample path properties of multifractional Brownian motion ⋮ Local Hölder regularity for set-indexed processes ⋮ Selected topics in the generalized mixed set-indexed fractional Brownian motion ⋮ Local correlation dimension of multidimensional stochastic process ⋮ Regularity of an abstract Wiener integral

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