An extension of a result of Komatsu and Takashima

MaRDI QIDQ915271zbMATH OpenFDO

Authors Thomas Mountford

Publication date 1989

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionHausdorff dimensionrandom series of functions

Mathematics Subject Classification ID

Brownian motion (60J65)

Review text

[The result cited in the title is that of \textit{T. Komatsu} and \textit{K. Takashima} in Osaka J. Math. 21, 613-619 (1984; Zbl 0551.60083).] Let A be a time set of Hausdorff dimension \(\alpha\), and B a d- dimensional Brownian motion. The author shows that \(\{\) B(t): \(t\in A\}\) has Hausdorff dimension equal to min(2\(\alpha\),d) quasi-everywhere. This result was obtained by \textit{J. P. Kahane} [Some random series of functions. (1968; Zbl 0192.538)] with ``almost surely instead of ``quasi-everywhere.

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Cited in

(3)

• An analogue to a result of Takahashi. II
• Kahane using brownian local times of intersection
• AN EXTENSION OF A METHOD OF YAGASAKI AND UOZUMI

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