The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields

DOI10.1016/j.spa.2017.05.003zbMath1380.60052arXiv1511.09311OpenAlexW2270954671MaRDI QIDQ679610

Ercan Sönmez

Publication date: 11 January 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.09311

zbMATH Keywords

modulus of continuityHausdorff dimensionGaussian random fieldsoperator-self-similarityfractional random fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18) Fractals (28A80) Hausdorff and packing measures (28A78)

Related Items

Wavelet series representation and geometric properties of harmonizable fractional stable sheets ⋮ On the carrying dimension of occupation measures for self-affine random fields ⋮ On multivariate fractional random fields: tempering and operator-stable laws ⋮ Sample path properties of generalized random sheets with operator scaling

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate operator-self-similar random fields
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Operator scaling stable random fields
• Operator self similar stochastic processes in \(R^ n\).
• Inequalities for increments of stochastic processes and moduli of continuity
• Anisotropic analysis of some Gaussian models
• Domain and range symmetries of operator fractional Brownian fields
• Local times of fractional Brownian sheets
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Dimension results for Gaussian vector fields and index-\(\alpha\) stable fields
• On integral representations of operator fractional Brownian fields
• Self-similar processes with independent increments
• Exact moduli of continuity for operator-scaling Gaussian random fields
• Hölder regularity for operator scaling stable random fields
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• On quasi-metric and metric spaces
• Fractal Analysis of Surface Roughness by Using Spatial Data
• Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Fractional Brownian Motions, Fractional Noises and Applications