Horizons of fractional Brownian surfaces (Q2706723)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Horizons of fractional Brownian surfaces |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Horizons of fractional Brownian surfaces |
scientific article |
Statements
Horizons of fractional Brownian surfaces (English)
0 references
25 March 2001
0 references
fractional Brownian surface
0 references
horizon
0 references
Hölder exponents
0 references
The authors investigate the conjecture that the horizon of an index-\(\alpha\) fractional Brownian surface has (almost surely) the same Hölder exponents as the surface itself, with corresponding relationships for fractal dimensions. They establish this formally for the usual Brownian surface (where \(\alpha=\frac 12\)), and also for other \(\alpha\), \(0<\alpha<1\), assuming a hypothesis concerning maxima of index-\(\alpha\) Brownian motion. At the end of the paper they provide computational evidence that the conjecture is indeed true for all \(\alpha\).
0 references