The exact Hausdorff measure of the zero set of fractional Brownian motion

DOI10.1007/S10959-009-0271-1zbMATH Open1216.60030OpenAlexW2057833480MaRDI QIDQ633137FDOQ633137

Authors: D. Baraka, Thomas Mountford 

Publication date: 31 March 2011

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

Full work available at URL: https://infoscience.epfl.ch/record/171684/files/10959_2009_Article_271.pdf

Recommendations

• Hausdorff-type measures of the sample paths of fractional Brownian motion
• scientific article; zbMATH DE number 2189782
• scientific article; zbMATH DE number 38171
• Hausdorff measure of the graph of fractional Brownian motion
• Packing measure of the sample paths of fractional Brownian motion

zbMATH Keywords

Gaussian processfractional Brownian motionlocal timeHausdorff measurelevel setlocal nondeterminismexact Hausdorff dimension

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Occupation densities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• The uniform dimension of the level sets of a Brownian sheet
• The exact hausdorff measure of the zero set of a stable process
• Sample function properties of multi-parameter stable processes
• Dimension results for Gaussian vector fields and index-\(\alpha\) stable fields
• Spectral conditions for local nondeterminism
• Hausdorff measure of the sample paths of Gaussian random fields
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• A law of the iterated logarithm for fractional Brownian motions
• Strong local nondeterminism and sample path properties of Gaussian random fields
• The exact Hausdorff measure of the zero set of fractional Brownian motion
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
• Self-intersections of random fields
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Joint continuity of Gaussian local times
• Local Hölder conditions for the local times of certain stationary Gaussian processes
• Local nondeterminism and the zeros of Gaussian processes
• The exact Hausdorff measure of the zero set of certain stationary Gaussian processes
• On tail probability of local times of Gaussian processes
• The exact Hausdorff measure of the level sets of Brownian motion
• The packing measure of the trajectories of multiparameter fractional Brownian motion

Cited In (10)

• On the Fourier structure of the zero set of fractional Brownian motion
• Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• The exact Hausdorff measure of the zero set of fractional Brownian motion
• Inverse local times of fractional Brownian motion
• The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
• Exact moduli of continuity for operator-scaling Gaussian random fields
• Nonexistence of fractional Brownian fields indexed by cylinders
• Level sets of multiparameter {B}rownian motions
• The zero set of fractional Brownian motion is a Salem set

This page was built for publication: The exact Hausdorff measure of the zero set of fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q633137)