The local times and Hausdorff measure for level sets of a Wiener sheet (Q1609677)
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scientific article; zbMATH DE number 1782119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The local times and Hausdorff measure for level sets of a Wiener sheet |
scientific article; zbMATH DE number 1782119 |
Statements
The local times and Hausdorff measure for level sets of a Wiener sheet (English)
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15 August 2002
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It is shown that the exact gauge function for the Hausdorff dimension of the level sets of an \(n\)-parameter \(R^d\)-valued Wiener sheet is \(\varphi(r)=r^{N-d/2}(\log\log 1/r)^{d/2}\) if \(2N>d\). The Hausdorff measure with this gauge function and the local time process are mutually absolutely continuous.
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Brownian sheet
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local time
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Hausdorff dimension
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gauge function
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