Hausdorff and packing dimensions of the images of random fields
Statistics Theory
2010-11-24 v1 Statistics Theory
Abstract
Let be a random field with values in . For any finite Borel measure and analytic set , the Hausdorff and packing dimensions of the image measure and image set are determined under certain mild conditions. These results are applicable to Gaussian random fields, self-similar stable random fields with stationary increments, real harmonizable fractional L\'{e}vy fields and the Rosenblatt process.
Keywords
Cite
@article{arxiv.1011.5043,
title = {Hausdorff and packing dimensions of the images of random fields},
author = {Narn-Rueih Shieh and Yimin Xiao},
journal= {arXiv preprint arXiv:1011.5043},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.3150/09-BEJ244 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)