The Exact Hausdorff Measure of the Zero Set of Fractional Brownian Motion
نویسندگان
چکیده
منابع مشابه
Evaluation of two numerical methods to measure the Hausdorff dimension of the fractional Brownian motion
The aim of the paper is to study by Monte Carlo simulation statistical properties of two numerical methods (the extended counting method and the variance counting method) developed to estimate the Hausdorff dimension of a time series and applied to the fractional Brownian motion.
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Packing Measure of the Sample Paths of Fractional Brownian Motion
Let X(t) (t ∈ R) be a fractional Brownian motion of index α in Rd. If 1 < αd , then there exists a positive finite constant K such that with probability 1, φ-p(X([0, t])) = Kt for any t > 0 , where φ(s) = s 1 α /(log log 1 s ) 1 2α and φ-p(X([0, t])) is the φ-packing measure of X([0, t]).
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2010
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-009-0271-1