Hitting probabilities and polar sets for fractional brownian motion

DOI10.1080/17442509908834189zbMath0928.60027OpenAlexW2066351905MaRDI QIDQ4242648

Yimin Xiao

Publication date: 2 January 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834189

zbMATH Keywords

fractional Brownian motionpolar setsHausdorff dimensionpacking dimensionhitting probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Probabilistic potential theory (60J45) Sample path properties (60G17) Fractals (28A80)

Related Items (14)

Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields ⋮ Hitting probabilities of a class of Gaussian random fields ⋮ Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion ⋮ Regularity of intersection local times of fractional Brownian motions ⋮ Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices ⋮ On intersections of independent anisotropic Gaussian random fields ⋮ Critical Brownian sheet does not have double points ⋮ Bahadur-Kiefer representations for time dependent quantile processes ⋮ Polar sets and relative dimension for generalized Brownian sheet ⋮ Algebraic sum of the image sets for a random string process ⋮ Polar sets of fractional Brownian sheets ⋮ Collision of eigenvalues for matrix-valued processes ⋮ Some polar sets for the generalized Brownian sheet ⋮ Uniform dimension results for Gaussian random fields

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