相关论文: Dimension of Fractional Brownian motion with varia…

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Let X^{1}, X^{2} be two independent (two-sided) fractional Brownian motions having the same Hurst parameter H in (0,1), and let Y be a standard (one-sided) Brownian motion independent of (X^{1},X^{2}). In dimension 2, fractional Brownian…

Let $[a_1(x), a_2(x), \ldots, a_n(x), \ldots]$ be the continued fraction expansion of an irrational number $x\in (0,1)$. We study the growth rate of the maximal product of consecutive partial quotients among the first $n$ terms, defined by…

This article concerns the dimension theory of the graphs of a family of functions which include the well-known 'popcorn function' and its pyramid-like higher-dimensional analogues. We calculate the box and Assouad dimensions of these…

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Let $m_1 \geq m_2 \geq 2$ be integers. We consider subsets of the product symbolic sequence space $(\{0,\cdots,m_1-1\} \times \{0,\cdots,m_2-1\})^{\mathbb{N}^*}$ that are invariant under the action of the semigroup of multiplicative…

Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…

Mean Hausdorff dimension is a dynamical version of Hausdorff dimension. It provides a way to dynamicalize geometric measure theory. We pick up the following three classical results of fractal geometry. (1) The calculation of Hausdorff…

We examine caloric measures $\omega$ on general domains in $\mathbb{R}^{n+1} = \mathbb{R}^n\times\mathbb{R}$ (space $\times$ time) from the perspective of geometric measure theory. On one hand, we give a direct proof of a consequence of a…

In a previous article (\textit{Int. Math. Res. Not.} 2014, 2730--2745) T. Orponen and the authors proved that the Fourier dimension of the graph of any real-valued function on $\mathbb{R}$ is bounded above by $1$. This partially answered a…

We show that if $\partial\mathcal{R}$ is the boundary of the range of super-Brownian motion and dim denotes Hausdorff dimension, then with probability one, for any open set $U$, $\partial\mathcal{R}\cap U\neq\emptyset$ implies…

This document offers a concise introduction to the mathematical theory and practical application of the Hausdorff Measure and Dimension. The primary objective is to clarify and rigorously detail the two most common methods used for…

We compute the intrinsic Hausdorff dimension of spacetime at the infrared fixed point of the quantum conformal factor in 4D gravity. The fractal dimension is defined by the appropriate covariant diffusion equation in four dimensions and is…

We derive the asymptotic behavior of weighted quadratic variations of fractional Brownian motion $B$ with Hurst index $H=1/4$. This completes the only missing case in a very recent work by I. Nourdin, D. Nualart and C. A. Tudor. Moreover,…

A Brownian spatial tree is defined to be a pair $(\mathcal{T},\phi)$, where $\mathcal{T}$ is the rooted real tree naturally associated with a Brownian excursion and $\phi$ is a random continuous function from $\mathcal{T}$ into…

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…

Let $X$ be a (two-sided) fractional Brownian motion of Hurst parameter $H\in (0,1)$ and let $Y$ be a standard Brownian motion independent of $X$. Fractional Brownian motion in Brownian motion time (of index $H$), recently studied in…

We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…

We determine the Hausdorff, packing and box-counting dimension of a family of self-affine sets generalizing Bara\'nski carpets. More specifically, we fix a Bara\'nski system and allow both vertical and horizontal random translations, while…

We perform a multifractal analysis of homological growth rates of oriented geodesics on hyperbolic surfaces. Our main result provides a formula for the Hausdorff dimension of level sets of prescribed growth rates in terms of a generalized…