Geometric properties of fractional Brownian sheets
DOI10.1007/S00041-005-5078-YzbMATH Open1127.60032OpenAlexW2171894783MaRDI QIDQ995997FDOQ995997
Authors: Y. Xiao, Dongsheng Wu 
Publication date: 11 September 2007
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-005-5078-y
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Hausdorff dimensionlocal timesfractional Brownian sheetSalem setFourier dimensionsectorial local non-determinism
Gaussian processes (60G15) Random fields (60G60) Fractals (28A80) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Sample path properties (60G17) Special sets (thin sets, Kronecker sets, Helson sets, Ditkin sets, Sidon sets, etc.) (43A46)
Cited In (44)
- Local times of multifractional Brownian sheets
- Polar functions for anisotropic Gaussian random fields
- Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
- Approximation of fractional local times: zero energy and derivatives
- Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
- The two-parameter Volterra multifractional process
- Linear fractional stable sheets: Wavelet expansion and sample path properties
- Sample Paths Properties of the Set-Indexed Fractional Brownian Motion
- Chung's law of the iterated logarithm for anisotropic Gaussian random fields
- Multi-scale invariant fields: estimation and prediction
- Dimensional properties of fractional Brownian motion
- Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields
- Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
- Uniform dimension results for Gaussian random fields
- Revisiting fractional Gaussian noise
- 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
- Mixed fractional Brownian sheets and their applications
- Algebraic sum of the image sets for a random string process
- Local nondeterminism and the exact modulus of continuity for stochastic wave equation
- 2D wavelet-based spectra with applications
- Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
- Smoothness of local times and self-intersection local times of Gaussian random fields
- Sectorial local non-determinism and the geometry of the Brownian sheet
- A class of fractional Brownian fields from branching systems and their regularity properties
- On intersections of independent anisotropic Gaussian random fields
- Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- Sample path properties of generalized random sheets with operator scaling
- Multiple points of Gaussian random fields
- Wavelet series representation and geometric properties of harmonizable fractional stable sheets
- Nondeterminism of linear operators and lower entropy estimates
- Continuity in law of some additive functionals of bifractional Brownian motion
- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
- Additive functionals of the solution to fractional stochastic heat equation
- Approximation to Multifractional Riemann-Liouville Brownian Sheet
- Joint continuity of the local times of fractional Brownian sheets
- A stochastic reconstruction theorem
- Fractional Brownian sheets run with nonlinear clocks
- Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability
- Propagation of singularities in the semi-fractional Brownian sheet
- Packing dimension of space-time anisotropic Gaussian random fields
- Dimension results of multifractional Brownian sheets
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood
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