Related papers: Irregularity scales for Gaussian processes: Hausdo…

Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…

Fine regularity of stochastic processes is usually measured in a local way by local H\"older exponents and in a global way by fractal dimensions. Following a previous work of Adler, we connect these two concepts for multiparameter Gaussian…

We compute the Hausdorff dimension of the image X(E) of a non random Borel set E $\subset$ [0, 1], where X is a L\'evy multistable process in R. This extends the case where X is a classical stable L\'evy process by letting the stability…

Let $X=\{X(t),t\in\mathbb{R}^N\}$ be a random field with values in $\mathbb{R}^d$. For any finite Borel measure $\mu$ and analytic set $E\subset\mathbb{R}^N$, the Hausdorff and packing dimensions of the image measure $\mu_X$ and image set…

Let $X=\{X(t):t\geq0\}$ be an operator semistable L\'evy process in $\mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}^d$. For an arbitrary Borel set $B\subseteq\mathbb{R}_+$ we interpret the graph…

Let $T_1,\ldots, T_m$ be a family of $d\times d$ invertible real matrices with $\|T_i\|<1/2$ for $1\leq i\leq m$. For ${\bf a}=(a_1,\ldots, a_m)\in \Bbb R^{md}$, let $\pi^{{\bf a}}:\; \Sigma=\{1,\ldots, m\}^{\Bbb N}\to \Bbb R^d$ denote the…

Let $X=\{X(t)\}_{t\geq0}$ be an operator semistable L\'evy process in $\rd$ with exponent $E$, where $E$ is an invertible linear operator on $\rd$ and $X$ is semi-selfsimilar with respect to $E$. By refining arguments given in Meerschaert…

For a scalar Gaussian process $B$ on $\mathbb{R}_{+}$ with a prescribed general variance function $\gamma^{2}\left(r\right) =\mathrm{Var}\left(B\left(r\right) \right) $ and a canonical metric $\mathrm{E}[\left(B\left(t\right)…

We study lower and upper bounds of the Hausdorff dimension for sets which are wiggly at scales of positive density. The main technical ingredient is a construction, for every continuum K, of a Borel probabilistic measure \mu with the…

Let $\{X_n= e^{2\pi i \theta_n}\}$ be a sequence of Steinhaus random variables, where $\theta_n$ are independent and uniformly distributed on $[0,1]$. We compute the almost sure Hausdorff dimension of the images and graphs of the random…

We explicitly calculate the Hausdorff dimension of the graph and range of an isotropic stable L\'{e}vy process $X$ plus deterministic drift function $f$. For that purpose we use a restricted version of the genuine Hausdorff dimension which…

Let $\{X(t) : t \in \mathbb{R}^d \}$ be a multivariate operator-self-similar random field with values in $\mathbb{R}^m$. Such fields were introduced in [24] and satisfy the scaling property $\{X(c^E t) : t \in \mathbb{R}^d \} \stackrel{\rm…

We show that the Continuum Hypothesis implies that for every $0<d_1\leq d_2<n$ the measure spaces $(\RR^n,\iM_{\iH^{d_1}},\iH^{d_1})$ and $(\RR^n,\iM_{\iH^{d_2}},\iH^{d_2})$ are isomorphic, where $\iH^d$ is $d$-dimensional Hausdorff measure…

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…

We determine the Hausdorff dimension for the range of a class of pure jump Markov processes in $\mathbb{R}^d$, which turns out to be random and depends on the trajectories of these processes. The key argument is carried out through the SDE…

Considerable attention has been given to the study of the arithmetic sum of two planar sets. We focus on understanding the measure and dimension of $A+\Gamma:=\left\{a+v:a\in A, v\in \Gamma \right\}$ when $A\subset \mathbb{R}^2$ and…

We develop a constant-tracking likelihood theory for two nonregular models: the folded normal and finite Gaussian mixtures. For the folded normal, we prove boundary coercivity for the profiled likelihood, show that the profile path of the…

Let $\{x\_n\}\_{n\geq 0}$ be a sequence of $[0,1]^d$, $\{\lambda\_n\} \_{n\geq 0}$ a sequence of positive real numbers converging to 0, and $\delta>1$. Let $\mu$ be a positive Borel measure on $[0,1]^d$, $\rho\in (0,1]$ and $\alpha>0$.…

In this note we connect Sobolev estimates in the context of polynomial averages e.g. \[ \| \int_0^1 \prod_{k=1}^m f_k(x-t^k) \|_{1} \leq \text{Const} \cdot 2^{-\text{const} \cdot l} \prod_{i=1}^m \| f_k \|_m \] whenever some $f_i$ vanishes…

We prove bounds for the almost sure value of the Hausdorff dimension of the limsup set of a sequence of balls in $\mathbf{R}^d$ whose centres are independent, identically distributed random variables. The formulas obtained involve the rate…