English

Hausdorff and Fourier dimension of graph of continuous additive processes

Probability 2022-07-01 v2 Classical Analysis and ODEs

Abstract

An additive process is a stochastic process with independent increments and that is continuous in probability. In this paper, we study the almost sure Hausdorff and Fourier dimension of the graph of continuous additive additive processes with zero mean. Such processes can be represented as Xt=BV(t)X_t = B_{V(t)} where BB is Brownian motion and VV is a continuous increasing function. We show that these dimensions depend on the local uniform H\"{o}lder indices. In particular, if VV is locally uniformly bi-Lipschitz, then the Hausdorff dimension of the graph will be 3/2. We also show that the Fourier dimension almost surely is positive if VV admits at least one point with positive lower H\"{o}lder regularity. It is also possible to estimate the Hausdorff dimension of the graph through the LqL^q spectrum of VV. We will show that if VV is generated by a self-similar measure on R1{\mathbb R}^{1} with convex open set condition, the Hausdorff dimension of the graph can be precisely computed by its LqL^q spectrum. An illustrating example of the Cantor Devil Staircase function, the Hausdorff dimension of the graph is 1+12log2log31+\frac12\cdot\frac{\log 2}{\log 3}. Moreover, we will show that the graph of the Brownian staircase surprisingly has Fourier dimension zero almost surely.

Keywords

Cite

@article{arxiv.2107.10321,
  title  = {Hausdorff and Fourier dimension of graph of continuous additive processes},
  author = {Dexter Dysthe and Chun-Kit Lai},
  journal= {arXiv preprint arXiv:2107.10321},
  year   = {2022}
}

Comments

Referee comments incorporated. In particular, multifractal considerations are included. Result about Hausdorff dimension of Brownian staircase is completely generalized to increasing functions induced by self-similar measures with convex open set condition using its $L^q$ spectrum