Uniform dimension results for fractional Brownian motion (Q2398031)
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| Language | Label | Description | Also known as |
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| English | Uniform dimension results for fractional Brownian motion |
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Uniform dimension results for fractional Brownian motion (English)
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14 August 2017
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\textit{R. Kaufman}'s [C. R. Acad. Sci., Paris, Sér. A 268, 727--728 (1969; Zbl 0174.21401)] dimensional doubling theorem states that for a planar Brownian motion \(\{B(t), t\in [0,1]\}\), \(P(\dim B(A)=2 \dim A \text{ for all } A \subset [0,1])=1\) where \(\dim\) denotes either Hausdorff dimension \(\dim_H\) or packing dimension \(\dim_P\). The authors prove similar uniform dimension results in the one-dimensional case for a fractional Brownian motion. The authors introduce the new concept of modified Assoud dimension. For different concepts of dimension, see [\textit{K. Falconer}, Fractal geometry. Mathematical foundations and applications. 2nd ed. Chichester: Wiley (2003; Zbl 1060.28005)]
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fractional Brownian motion
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uniform dimension results
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Hausdorff dimension
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packing dimension
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Assouad dimension
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