Title of article
Bivariate occupation measure dimension of multidimensional processes
Author/Authors
Bardet، نويسنده , , Jean-Marc، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
26
From page
323
To page
348
Abstract
Bivariate occupation measure dimension is a new dimension for multidimensional random processes. This dimension is given by the asymptotic behavior of its bivariate occupation measure. Firstly, we compare this dimension with the Hausdorff dimension. Secondly, we study relations between these dimensions and the existence of local time or self-intersection local time of the process. Finally, we compute the local correlation dimension of multidimensional Gaussian and stable processes with local Hِlder properties and show it has the same value that the Hausdorff dimension of its image have. By the way, we give a new a.s. convergence of the bivariate occupation measure of a multidimensional fractional Brownian or particular stable motion (and thus of a spatial Brownian or Lévy stable motion).
Keywords
Hausdorff dimension , Fractional Brownian motion , Occupation measure , Local time , self-similar processes , Index stable processes
Journal title
Stochastic Processes and their Applications
Serial Year
2002
Journal title
Stochastic Processes and their Applications
Record number
1577149
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