Random fractals generated by a local Gaussian process indexed by a class of functions

Claire Coiffard

ESAIM: Probability and Statistics (2012)

  • Volume: 15, page 249-269
  • ISSN: 1292-8100

Abstract

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In this paper, we extend the results of Orey and Taylor [S. Orey and S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail? Proc. London Math. Soc.28 (1974) 174–192] relative to random fractals generated by oscillations of Wiener processes to a multivariate framework. We consider a setup where Gaussian processes are indexed by classes of functions.

How to cite

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Coiffard, Claire. "Random fractals generated by a local Gaussian process indexed by a class of functions." ESAIM: Probability and Statistics 15 (2012): 249-269. <http://eudml.org/doc/222481>.

@article{Coiffard2012,
abstract = { In this paper, we extend the results of Orey and Taylor [S. Orey and S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail? Proc. London Math. Soc.28 (1974) 174–192] relative to random fractals generated by oscillations of Wiener processes to a multivariate framework. We consider a setup where Gaussian processes are indexed by classes of functions. },
author = {Coiffard, Claire},
journal = {ESAIM: Probability and Statistics},
keywords = {Random fractals; Hausdorff dimension; Wiener process; random fractals},
language = {eng},
month = {1},
pages = {249-269},
publisher = {EDP Sciences},
title = {Random fractals generated by a local Gaussian process indexed by a class of functions},
url = {http://eudml.org/doc/222481},
volume = {15},
year = {2012},
}

TY - JOUR
AU - Coiffard, Claire
TI - Random fractals generated by a local Gaussian process indexed by a class of functions
JO - ESAIM: Probability and Statistics
DA - 2012/1//
PB - EDP Sciences
VL - 15
SP - 249
EP - 269
AB - In this paper, we extend the results of Orey and Taylor [S. Orey and S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail? Proc. London Math. Soc.28 (1974) 174–192] relative to random fractals generated by oscillations of Wiener processes to a multivariate framework. We consider a setup where Gaussian processes are indexed by classes of functions.
LA - eng
KW - Random fractals; Hausdorff dimension; Wiener process; random fractals
UR - http://eudml.org/doc/222481
ER -

References

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