Fast sets and points for fractional brownian motion
Séminaire de probabilités de Strasbourg (2000)
- Volume: 34, page 393-416
Access Full Article
topHow to cite
topKhoshnevisan, Davar, and Shi, Zhan. "Fast sets and points for fractional brownian motion." Séminaire de probabilités de Strasbourg 34 (2000): 393-416. <http://eudml.org/doc/114050>.
@article{Khoshnevisan2000,
author = {Khoshnevisan, Davar, Shi, Zhan},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {fast point; fast set; Hausdorff dimension},
language = {eng},
pages = {393-416},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Fast sets and points for fractional brownian motion},
url = {http://eudml.org/doc/114050},
volume = {34},
year = {2000},
}
TY - JOUR
AU - Khoshnevisan, Davar
AU - Shi, Zhan
TI - Fast sets and points for fractional brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 393
EP - 416
LA - eng
KW - fast point; fast set; Hausdorff dimension
UR - http://eudml.org/doc/114050
ER -
References
top- [1] M.T. Barlow AND E. Perkins (1984). Levels at which every Brownian excursion is exceptional. Sém. Prob. XVIII, Lecture Notes in Math.1059, 1-28, Springer-Verlag, New York. Zbl0555.60050MR770945
- [2] M. Csörgö AND P. Révész (1981). Strong Approximations in Probability and Statistics, Academic Press, New York. Zbl0539.60029MR666546
- [3] P. Deheuvels AND M.A. Lifshits (1997). On the Hausdorff dimension of the set generated by exceptional oscillations of a Wiener process. Studia Sci. Math. Hung., 33, 75-110. Zbl0908.60012MR1454103
- [4] P. Deheuvels AND D.M. Mason (1997). Random fractal functional laws of the iterated logarithm. (preprint) Zbl0916.60037MR1645150
- [5] R.M. Dudley (1984). A Course on Empirical Processes. École d'Été de St. Flour 1982. Lecture Notes in Mathematics1097. Springer, Berlin. Zbl0554.60029MR876079
- [6] J. Hawkes (1971). On the Hausdorff dimension of the range of a stable process with a Borel set. Z. Wahr. verw. Geb., 19, 90-102. Zbl0203.49903MR292165
- [7] J. Hawkes (1981). Trees generated by a simple branching process. J. London Math. Soc., 24, 373-384. Zbl0468.60081MR631950
- [8] J.-P. Kahane (1985). Some Random Series of Functions, second edition. Cambridge University Press, Cambridge. Zbl0571.60002MR833073
- [9] R. Kaufman (1974). Large increments of Brownian Motion. Nagoya Math. J., 56, 139-145. Zbl0372.60114MR370796
- [10] D. Khoshnevisan, Y. Peres AND Y. Xiao (1998). Limsup random fractals. In preparation. Zbl0949.60025
- [11] N. Kôno (1977). The exact Hausdorff measure of irregularity points for a Brownian path. Z. Wahr. verw. Geb., 40, 257-282. Zbl0376.60081MR458564
- [12] M. Ledoux AND M. Talagrand (1991). Probability in Banach Space, Isoperimetry and Processes, Springer-Verlag, Heidelberg-New York. Zbl0748.60004MR1102015
- [13] P. Lévy (1937). Théorie de l'Addition des Variables Aléatoires. Gauthier-Villars, Paris. Zbl0016.17003MR586767JFM63.0490.04
- [14] R. Lyons (1980). Random walks and percolation on trees. Ann. Prob., 18, 931-958. Zbl0714.60089
- [15] M.B. Marcus (1968). Hölder conditions for Gaussian processes with stationary increments. Trans. Amer. Math. Soc., 134, 29-52. Zbl0186.50602MR230368
- [16] M.B. Marcus AND J. Rosen (1992). Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes. J. Theoretical Prob., 5, 791-825. Zbl0761.60035MR1182681
- [17] P. Matilla (1995). Geometry of Sets and Measures in Euclidean Spaces, Fractals and Rectifiability, Cambridge University Press, Cambridge. Zbl0819.28004
- [18] S. Orey AND S.J. Taylor (1974). How often on a Brownian path does the law of the iterated logarithm fail?Proc. London Math. Soc., 28, 174-192. Zbl0292.60128MR359031
- [19] Y. Peres (1996). Remarks on intersection-equivalence and capacity-equivalence. Ann. Inst. Henri Poincaré: Physique Théorique, 64, 339-347. Zbl0854.60077MR1400296
- [20] E. Perkins AND S.J. Taylor (1988), Measuring close approaches on a Brownian path, Ann. Prob., 16, 1458-1480. Zbl0659.60113MR958197
- [21] D. Revuz AND M. Yor (1994). Continuous Martingales and Brownian Motion, second edition. Springer, Berlin. Zbl0804.60001MR1303781
- [22] G.R. Shorack AND J.A. Wellner (1986). Empirical Processes with Applications to Statistics. Wiley, New York. Zbl1170.62365MR838963
- [23] S.J. Taylor (1966). Multiple points for the sample paths of the symmetric stable process, Z. Wahr. ver. Geb., 5, 247-64. Zbl0146.37905MR202193
- [24] S.J. Taylor (1986). The measure theory of random fractals. Math. Proc. Camb. Phil. Soc., 100, 383-406. Zbl0622.60021MR857718
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.