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

A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…

Let Z be a so-called well-behaved percolation, i.e. a certain random closed set in the hyperbolic plane, whose law is invariant under all isometries; for example the covered region in a Poisson Boolean model. The Hausdorff-dimension of the…

We introduce fractional flat space, described by a continuous geometry with constant non-integer Hausdorff and spectral dimensions. This is the analogue of Euclidean space, but with anomalous scaling and diffusion properties. The basic tool…

Marstrand's celebrated projection theorem gives the Hausdorff dimension of the orthogonal projection of a Borel set in Euclidean space for almost all orthogonal projections. It is straightforward to see that sets for which the Fourier and…

We consider the integral of fractional Brownian motion (IFBM) and its functionals $\xi_T$ on the intervals $(0,T)$ and $(-T,T)$ of the following types: the maximum $M_T$, the position of the maximum, the occupation time above zero etc. We…

In Minkowski spacetime quantum field theory, each stationary motion is associated with an effective, energy-dependent notion of temperature, which generalises the familiar Unruh temperature of uniform linear acceleration. Motivated by…

In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…

The purpose of this paper is to establish a variational representation \log \E [e^{f(B)}] = \sup_h \E [f(B + \int_0^{\cdot} d<B>_s h_s) - 1/2 \int_0^1 h_s \cdot (d<B>_s h_s)] for functionals of the d-dimensional G-Brownian motion B. Here \E…

In 1928, Jarn\'{\i}k \cite{Jar} obtained that the set of continued fractions with bounded coefficients has Hausdorff dimension one. Good \cite{Goo} observed a dimension drop phenomenon by proving that the Hausdorff dimension of the set of…

We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang…

We show that for certain Gaussian random processes and fields X:R^N to R^d, D_q(mu_X) = min{d, D_q(mu)/alpha} a.s. for an index alpha which depends on Holder properties and strong local nondeterminism of X, where q>1, where D_q denotes…

Polynomials and entire functions whose hyperbolic dimension is strictly smaller than the Hausdorff dimension of their Julia set are known to exist but in all these examples the latter dimension is maximal, i.e. equal to two. In this paper…

This paper contains a comparative study of two families of simple curves drawn in the plane. On the one hand, we have the fractal curves on the unit interval, with self-similar structure, which have associated a Hausdorff dimension. On the…

We present a new method to calculate the Hausdorff dimension of a certain class of fractals: boundaries of self-affine tiles. Among the interesting aspects are that even if the affine contraction underlying the iterated function system is…

We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the fractional Brownian motion which is not increment stationary. This multiparameter fractional Brownian motion behaves very differently at the origin…

In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this…

We compute the Hausdorff dimension of the "multiplicative golden mean shift" defined as the set of all reals in $[0,1]$ whose binary expansion $(x_k)$ satisfies $x_k x_{2k}=0$ for all $k\ge 1$, and show that it is smaller than the Minkowski…

In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurst parameter $H$ is depending on the…

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

This paper provides yet another look at the mixed fractional Brownian motion (fBm), this time, from the spectral perspective. We derive an approximation for the eigenvalues of its covariance operator, asymptotically accurate up to the…