English

Fractional Gaussian fields on the Sierpinski gasket and related fractals

Probability 2020-03-11 v1

Abstract

We define and study a fractional Gaussian field XX with Hurst parameter HH on the Sierpi\'nski gasket KK equipped with its Hausdorff measure μ\mu. It appears as a solution, in a weak sense, of the equation (Δ)sX=W(-\Delta)^s X =W where WW is a Gaussian white noise on L02(K,μ)L_0^2(K,\mu), Δ\Delta the Laplacian on KK and s=dh+2H2dws= \frac{d_h+2H}{2d_w}, where dhd_h is the Hausdorff dimension of KK and dwd_w its walk dimension. The construction of those fields is then extended to other fractals including the Sierpi\'nski carpet.

Keywords

Cite

@article{arxiv.2003.04408,
  title  = {Fractional Gaussian fields on the Sierpinski gasket and related fractals},
  author = {Fabrice Baudoin and Céline Lacaux},
  journal= {arXiv preprint arXiv:2003.04408},
  year   = {2020}
}