The Hausdorff -dimensional measures of the level sets and the graph of the N-parameter Wiener process
The Hausdorff \(\alpha\)-dimensional measures of the level sets and the graph of the N-parameter Wiener process
Let \(W^{(N,d)}\) be the stochastic process with values in \({\mathbb{R}}^ d\) with independent components each of which is an N-parameter Wiener process. The authors prove essentially that the Hausdorff dimensions of the level sets and of the graph are, respectively, equal to \(\min \{0,N- 2^{-1}d\}\) with positive probability, and to \(\min \{2N,N+2^{-1}d\}\) with probability one. This generalizes results obtained by \textit{S. J. Taylor} [Proc. Camb. Philos. Soc. 49, 31-39 (1953; Zbl 0050.058)] in the case \(N=d=1\).
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