On the fractal nature of increments of \(l_p\)-valued Gaussian processes

DOI10.1016/S0304-4149(97)00063-XzbMath0940.60050OpenAlexW1980299817MaRDI QIDQ1965870

Zhang, Lixin

Publication date: 1 March 2000

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00063-x

zbMATH Keywords

Gaussian processesHausdorff dimensionOrnstein-Uhlenbeck processesfractal nature

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (3)

On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL ⋮ Increments and sample path properties of Gaussian processes ⋮ The fractal nature of the functional law of logarithm of fractional Brownian motions

Cites Work

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• On infinite series of independent Ornstein-Uhlenbeck processes
• Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
• Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
• On the fractal nature of empirical increments
• The measure theory of random fractals
• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?

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