Packing dimension of the image of fractional Brownian motion

被引：32
|
作者：
Xiao, YM [1 ]
机构：
[1] OHIO STATE UNIV, DEPT MATH, COLUMBUS, OH 43210 USA
来源：
STATISTICS & PROBABILITY LETTERS | 1997年 / 33卷 / 04期
关键词：
packing dimension; packing dimension profiles; fractional Brownian motion; image;
D O I：
10.1016/S0167-7152(96)00151-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let X(t) (t is an element of R-N) be a fractional Brownian motion of index alpha in R-d. For any analytic set E subset of or equal to R-N, we show that Dim X(E) = 1/alpha Dim(alpha d)E a.s., where Dim E is the packing dimension of E and Dim(s) E is the packing dimension profile of E defined by Falconer and Howroyd (1995).
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页码：379 / 387
页数：9
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