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

Claire Coiffard

ESAIM: Probability and Statistics (2011)

  • 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 (2011): 249-269. <http://eudml.org/doc/277135>.

@article{Coiffard2011,
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},
language = {eng},
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/277135},
volume = {15},
year = {2011},
}

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
PY - 2011
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
UR - http://eudml.org/doc/277135
ER -

References

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  10. [10] D.M. Mason, A uniform functional law of the logarithm for the local empirical process. Ann. Probab.32 (2004) 1391–1418. Zbl1057.60029MR2060302
  11. [11] 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. Zbl0292.60128MR359031
  12. [12] M. Schilder, Some asymptotic formulas for Wiener integrals. Trans. Amer. Math. Soc.125 (1966) 63–85. Zbl0156.37602MR201892
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