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A uniform result for the dimension of fractional Brownian motion level sets
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2021-02-01 , DOI: 10.1016/j.spl.2020.108984
Lara Daw

Let $B =\{ B_t \, : \, t \geq 0 \}$ be a real-valued fractional Brownian motion of index $H \in (0,1)$. We prove that the macroscopic Hausdorff dimension of the level sets $\mathcal{L}_x = \left\{ t \in \mathbb{R}_+ \, : \, B_t=x \right\}$ is, with probability one, equal to $1-H$ for all $x\in\mathbb{R}$.

中文翻译:

分数布朗运动水平集维数的统一结果

令 $B =\{ B_t \, : \, t \geq 0 \}$ 是指数 $H \in (0,1)$ 的实值分数布朗运动。我们证明了水平集的宏观豪斯多夫维数 $\mathcal{L}_x = \left\{ t \in \mathbb{R}_+ \, : \, B_t=x \right\}$ 是,有概率一,等于所有 $x\in\mathbb{R}$ 的 $1-H$。
更新日期:2021-02-01
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