Packing dimension of the image of fractional Brownian motion

DOI10.1016/S0167-7152(96)00151-4zbMath0903.60073OpenAlexW1979505066MaRDI QIDQ1380614

Yimin Xiao

Publication date: 5 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00151-4

zbMATH Keywords

imagefractional Brownian motionpacking dimensionpacking dimension profiles

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17)

Related Items (22)

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Cites Work

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• Sample functions of the \(N\)-parameter Wiener process
• Fractional Brownian motion and packing dimension
• Packing Measure, and its Evaluation for a Brownian Path
• Packing regularity of sets in n-space
• Two definitions of fractional dimension
• Fractal properties of products and projections of measures in ℝ^d
• Dimension properties of sample paths of self-similar processes
• Packing dimensions of projections and dimension profiles

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