Article ID Journal Published Year Pages File Type
4665847 Advances in Mathematics 2014 26 Pages PDF
Abstract

We show that for certain Gaussian random processes and fields X:RN→RdX:RN→Rd,Dq(μX)=min{d,1αDq(μ)}a.s., for an index α which depends on Hölder properties and strong local nondeterminism of X  , where q>1q>1, where DqDq denotes generalized q  -dimension and where μXμX is the image of the measure μ under X. In particular this holds for index-α fractional Brownian motion, for fractional Riesz–Bessel motions and for certain infinity scale fractional Brownian motions.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
, ,