Assouad dimension of random processes

DOI10.1017/S0013091518000433MaRDI QIDQ5228216zbMATH OpenOpenAlexFDO

Authors Douglas C. Howroyd, Han Yu

Publication date 9 August 2019

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 3078669 (Why is no real title available?)
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• Arithmetic patches, weak tangents, and dimension
• Assouad type dimensions and homogeneity of fractals
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• Fractional Brownian Motions, Fractional Noises and Applications
• From fractional Brownian motion to multifractional and multistable motion
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• How Porous is the Graph of Brownian Motion?
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Cited in

(3)

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

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