Uniform dimension results for fractional Brownian motion (Q2398031)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Uniform dimension results for fractional Brownian motion
scientific article

    Statements

    Uniform dimension results for fractional Brownian motion (English)
    0 references
    0 references
    0 references
    14 August 2017
    0 references
    \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)]
    0 references
    fractional Brownian motion
    0 references
    uniform dimension results
    0 references
    Hausdorff dimension
    0 references
    packing dimension
    0 references
    Assouad dimension
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references