Fractal dimensions of the Rosenblatt process
Probability
2021-03-09 v1
Abstract
The paper concerns the image, level and sojourn time sets associated with sample paths of the Rosenblatt process. We obtain results regarding the Hausdorff (both classical and macroscopic), packing and intermediate dimensions, and the logarithmic and pixel densities. As a preliminary step we also establish the time inversion property of the Rosenblatt process, as well as some technical points regarding the distribution of .
Cite
@article{arxiv.2103.04714,
title = {Fractal dimensions of the Rosenblatt process},
author = {Lara Daw and George Kerchev},
journal= {arXiv preprint arXiv:2103.04714},
year = {2021}
}
Comments
30 pages, 1 figure