• 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