Assouad dimension of random processes

DOI10.1017/S0013091518000433zbMATH Open1431.28011arXiv1707.02507OpenAlexW2963314946MaRDI QIDQ5228216FDOQ5228216

Authors: Douglas C. Howroyd, Han Yu 

Publication date: 9 August 2019

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

Abstract: In this paper we study the Assouad dimension of graphs of certain L'evy processes and functions defined by stochastic integrals. We do this by introducing a convenient condition which guarantees a graph to have full Assouad dimension and then show that graphs of our studied processes satisfy this condition.

Full work available at URL: https://arxiv.org/abs/1707.02507

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zbMATH Keywords

Brownian motionfractional Brownian motionHausdorff dimensionscalingAssouad dimensionrandom fractalLévy process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Fractals (28A80) Stochastic integrals (60H05)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
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• How Porous is the Graph of Brownian Motion?
• From fractional Brownian motion to multifractional and multistable motion
• Accessible values for the Assouad and lower dimensions of subsets

Cited In (3)

• Weak tangent and level sets of Takagi functions
• Hausdorff and Fourier dimension of graph of continuous additive processes
• Almost sure Assouad-like dimensions of complementary sets

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