Dimension properties of sample paths of self-similar processes

DOI10.1007/BF02560719zbMath0813.60042OpenAlexW25701748MaRDI QIDQ4319235

Huonan Lin, Yimin Xiao

Publication date: 30 May 1995

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02560719

zbMATH Keywords

fractional Brownian motionBrownian motionBrownian sheetself-similar processHausdorff dimensions

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Self-similar stochastic processes (60G18)

Related Items (10)

Packing dimension of the image of fractional Brownian motion ⋮ On a class of self-similar processes with stationary increments in higher order Wiener chaoses ⋮ On the carrying dimension of occupation measures for self-affine random fields ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ Fractal dimension results for continuous time random walks ⋮ Uniform dimension results of multi-parameter stable processes ⋮ The Hausdorff dimension of operator semistable Lévy processes ⋮ Dimension results for sample paths of operator stable Lévy processes ⋮ Linear fractional stable sheets: Wavelet expansion and sample path properties ⋮ Convergence of trajectories in fractal interpolation of stochastic processes

Cites Work

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• Hausdorff-Besicovitch dimension of Brownian motion paths
• Sample function properties of multi-parameter stable processes
• On a class of self-similar processes
• Infinite variance self-similar processes subordinate to a poisson measure
• Moment inequalities and the strong laws of large numbers
• A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
• Hausdorff Dimension in a Process with Stable Components--An Interesting Counterexample

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