English

Wavelet Series Representation and Geometric Properties of Harmonizable Fractional Stable Sheets

Probability 2019-03-12 v1

Abstract

Let ZH={ZH(t),tRN}Z^H= \{Z^H(t), t \in \R^N\} be a real-valued NN-parameter harmonizable fractional stable sheet with index H=(H1,,HN)(0,1)NH = (H_1, \ldots, H_N) \in (0, 1)^N. We establish a random wavelet series expansion for ZHZ^H which is almost surely convergent in all the H\"older spaces Cγ([M,M]N)C^\gamma ([-M,M]^N), where M>0M>0 and γ(0,min{H1,,HN})\gamma\in (0, \min\{H_1,\ldots, H_N\}) are arbitrary. One of the main ingredients for proving the latter result is the LePage representation for a rotationally invariant stable random measure. Also, let X={X(t),tRN}X=\{X(t), t \in \R^N\} be an Rd\R^d-valued harmonizable fractional stable sheet whose components are independent copies of ZHZ^H. By making essential use of the regularity of its local times, we prove that, on an event of positive probability, the formula for the Hausdorff dimension of the inverse image X1(F)X^{-1}(F) holds for all Borel sets FRdF \subseteq \R^d. This is referred to as a uniform Hausdorff dimension result for the inverse images.

Keywords

Cite

@article{arxiv.1903.04397,
  title  = {Wavelet Series Representation and Geometric Properties of Harmonizable Fractional Stable Sheets},
  author = {Antoine Ayache and Narn-Rueih Shieh and Yimin Xiao},
  journal= {arXiv preprint arXiv:1903.04397},
  year   = {2019}
}