[Auto-similarité locale et dimension de Hausdorff]
Soit X un processus stochastique localement auto-similaire d'exposant 0<H<1 dont les trajectoires sont p.s. CH−ε pour tout ε>0. Alors la dimension de Hausdorff du graphe de X est p.s. 2−H.
Let X be a locally self-similar stochastic process of index 0<H<1 whose sample paths are a.s. CH−ε for all ε>0. Then the Hausdorff dimension of the graph of X is a.s. 2−H.
Accepté le :
Publié le :
Albert Benassi 1 ; Serge Cohen 2 ; Jacques Istas 3
@article{CRMATH_2003__336_3_267_0, author = {Albert Benassi and Serge Cohen and Jacques Istas}, title = {Local self-similarity and the {Hausdorff} dimension}, journal = {Comptes Rendus. Math\'ematique}, pages = {267--272}, publisher = {Elsevier}, volume = {336}, number = {3}, year = {2003}, doi = {10.1016/S1631-073X(03)00015-3}, language = {en}, }
Albert Benassi; Serge Cohen; Jacques Istas. Local self-similarity and the Hausdorff dimension. Comptes Rendus. Mathématique, Volume 336 (2003) no. 3, pp. 267-272. doi : 10.1016/S1631-073X(03)00015-3. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(03)00015-3/
[1] A. Ayache, F. Roueff, Hausdorff dimension of some random continuous graphs, Preprint, 2002
[2] A. Ayache, F. Roueff, Dimension de Hausdorff locale des séries aléatoires d'ondelettes, Seminar the Journées Fractals Aléatoires, Université Paris XII, Créteil, Septembre 2001
[3] A. Ayache, F. Roueff, A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series, Letter to the editor, Appl. Comput. Harmonic Anal., to appear
[4] Identifying the multifractional function of a Gaussian process, Statist. Probab. Lett., Volume 39 (1998), pp. 337-345
[5] Identification of filtered white noises, Stochastics Process Appl., Volume 75 (1998), pp. 31-49
[6] Identification and properties of real harmonizable fractional Lévy motions, Bernoulli, Volume 8 (2002), pp. 97-115
[7] Gaussian processes and pseudodifferential elliptic operators, Rev. Math. Iberoamericana, Volume 13 (1996) no. 1, pp. 19-90
[8] Fractal Geometry, Lecture Notes, Monograph Series, Wiley, 1990
[9] R. Peltier, J. Lévy-Vehel, Multifractional Brownian motion: definition and preliminary results, Rapport de recherche de l'INRIA 2645, 1995
[10] Stable Non-Gaussian Random Processes, Chapmann and Hall, 1994
Cité par Sources :
Commentaires - Politique