A uniform dimension result for two-dimensional fractional multiplicative processes

Xiong Jin

doi:10.1214/12-AIHP509

A uniform dimension result for two-dimensional fractional multiplicative processes

Xiong Jin

Pure Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We show that a two-dimensional fractional multiplicative process has a uniform Hausdorff dimension result if and only if the two parameters of the process coincide.

Original language	English
Pages (from-to)	512--523
Journal	Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Volume	50
Issue number	2
DOIs	https://doi.org/10.1214/12-AIHP509
Publication status	Published - Mar 2014

Keywords

self-similar processes
Hausdorff dimension
Fractional multiplicative processes
Uniform dimension result
Level sets

Access to Document

10.1214/12-AIHP509

Jin2014_AnnInstHPoincareProbStat50-2_Uniform
Copyright (c) Association des Publications de l’Institut Henri Poincaré, 2014. This work is made available online in accordance with the publisher’s policies. This is the final published version of the work which was originally published at https://doi.org/10.1214/12-AIHP509
Final published version, 179 KB

Handle.net

Persistent link

Cite this

@article{fde95f6484aa4d48914785dc7b12f43d,

title = "A uniform dimension result for two-dimensional fractional multiplicative processes",

abstract = "We show that a two-dimensional fractional multiplicative process has a uniform Hausdorff dimension result if and only if the two parameters of the process coincide.",

keywords = "self-similar processes, Hausdorff dimension, Fractional multiplicative processes, Uniform dimension result, Level sets",

author = "Xiong Jin",

year = "2014",

month = mar,

doi = "10.1214/12-AIHP509",

language = "English",

volume = "50",

pages = "512----523",

journal = "Annales de l'Institut Henri Poincar{\'e} (B) Probabilit{\'e}s et Statistiques",

issn = "0246-0203",

publisher = "Institute of Mathematical Statistics",

number = "2",

}

TY - JOUR

T1 - A uniform dimension result for two-dimensional fractional multiplicative processes

AU - Jin, Xiong

PY - 2014/3

Y1 - 2014/3

N2 - We show that a two-dimensional fractional multiplicative process has a uniform Hausdorff dimension result if and only if the two parameters of the process coincide.

AB - We show that a two-dimensional fractional multiplicative process has a uniform Hausdorff dimension result if and only if the two parameters of the process coincide.

KW - self-similar processes

KW - Hausdorff dimension

KW - Fractional multiplicative processes

KW - Uniform dimension result

KW - Level sets

UR - https://www.scopus.com/pages/publications/84898614821

U2 - 10.1214/12-AIHP509

DO - 10.1214/12-AIHP509

M3 - Article

SN - 0246-0203

VL - 50

SP - 512

EP - 523

JO - Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques

JF - Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques

IS - 2

ER -

A uniform dimension result for two-dimensional fractional multiplicative processes

Abstract

Keywords

Access to Document

Handle.net

Other files and links

Fingerprint

Cite this