English

Image sets of fractional Brownian sheets

Probability 2015-07-31 v1

Abstract

Let BH={BH(t),tRN}B^H = \{ B^H(t), t\in\mathbb{R}^N \} be an (N,d)(N,d)-fractional Brownian sheet with Hurst index H=(H1,,HN)(0,1)NH=(H_1,\dotsc,H_N)\in (0,1)^N. The main objective of the present paper is to study the Hausdorff dimension of the image sets BH(F+t)B^H(F+t), FRNF\subset\mathbb{R}^N and tRNt\in\mathbb{R}^N, in the dimension case d<1H1++1HNd<\tfrac{1}{H_1}+\cdots+\tfrac{1}{H_N}. Following the seminal work of Kaufman (1989), we establish uniform dimensional properties on BHB^H, answering questions raised by Khoshnevisan et al (2006) and Wu and Xiao (2009). For the purpose of this work, we introduce a refinement of the sectorial local-nondeterminism property which can be of independent interest to the study of other fine properties of fractional Brownian sheets.

Keywords

Cite

@article{arxiv.1507.08466,
  title  = {Image sets of fractional Brownian sheets},
  author = {Paul Balança},
  journal= {arXiv preprint arXiv:1507.08466},
  year   = {2015}
}

Comments

14 pages, 1 figure