Fractional Brownian motion and packing dimension

DOI10.1007/BF02214076zbMath0860.60064OpenAlexW1981527857MaRDI QIDQ1923929

Yimin Xiao, Michel Talagrand

Publication date: 21 April 1997

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214076

zbMATH Keywords

imagefractional Brownian motionpacking dimension

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65)

Related Items (12)

Dimensional properties of fractional Brownian motion ⋮ Packing dimension of the image of fractional Brownian motion ⋮ Minkowski dimension of Brownian motion with drift ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ Packing dimensions of the images of Gaussian random fields ⋮ Packing-dimension profiles and fractional Brownian motion ⋮ On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors ⋮ Polar sets and relative dimension for generalized Brownian sheet ⋮ Dimension results for sample paths of operator stable Lévy processes ⋮ A packing dimension theorem for Gaussian random fields ⋮ Hausdorff-type measures of the sample paths of fractional Brownian motion ⋮ Packing dimension of space-time anisotropic Gaussian random fields

Cites Work

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• Uniform measure results for the image of subsets under Brownian motion
• Packing Measure, and its Evaluation for a Brownian Path
• The packing measure of rectifiable subsets of the plane
• The measure theory of random fractals
• Packing regularity of sets in n-space
• Two definitions of fractional dimension

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