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

Claire Coiffard — 2011

ESAIM: Probability and Statistics

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? 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.

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

Claire Coiffard — 2012

ESAIM: Probability and Statistics

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? (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.

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