[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
- Minimal model of diffusion with time changing Hurst exponent, Journal of Physics A: Mathematical and Theoretical, Volume 56 (2023) no. 35, p. 35LT01 | DOI:10.1088/1751-8121/acecc7
- Introduction to Random Fields and Scale Invariance, Stochastic Geometry, Volume 2237 (2019), p. 129 | DOI:10.1007/978-3-030-13547-8_4
- The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields, Stochastic Processes and their Applications, Volume 128 (2018) no. 2, p. 426 | DOI:10.1016/j.spa.2017.05.003
- Power-Law Noises over General Spatial Domains and on Nonstandard Meshes, SIAM/ASA Journal on Uncertainty Quantification, Volume 3 (2015) no. 1, p. 296 | DOI:10.1137/140985433
- From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields, ESAIM: Probability and Statistics, Volume 18 (2014), p. 418 | DOI:10.1051/ps/2013044
- Hausdorff and packing dimensions of the images of random fields, Bernoulli, Volume 16 (2010) no. 4 | DOI:10.3150/09-bej244
- The fractional oscillator process with two indices, Journal of Physics A: Mathematical and Theoretical, Volume 42 (2009) no. 6, p. 065208 | DOI:10.1088/1751-8113/42/6/065208
- A packing dimension theorem for Gaussian random fields, Statistics Probability Letters, Volume 79 (2009) no. 1, p. 88 | DOI:10.1016/j.spl.2008.07.022
- Hölder regularity for operator scaling stable random fields, Stochastic Processes and their Applications, Volume 119 (2009) no. 7, p. 2222 | DOI:10.1016/j.spa.2008.10.008
- Path properties of a class of locally asymptotically self similar processes, Electronic Journal of Probability, Volume 13 (2008) no. none | DOI:10.1214/ejp.v13-505
- Local Detection Of Defects From Image Sequences, International Journal of Applied Mathematics and Computer Science, Volume 18 (2008) no. 4, p. 581 | DOI:10.2478/v10006-008-0051-6
- Langevin equation with two fractional orders, Physics Letters A, Volume 372 (2008) no. 42, p. 6309 | DOI:10.1016/j.physleta.2008.08.045
- LOCALLY SELF-SIMILAR FRACTIONAL OSCILLATOR PROCESSES, Fluctuation and Noise Letters, Volume 07 (2007) no. 02, p. L169 | DOI:10.1142/s0219477507003817
- Operator scaling stable random fields, Stochastic Processes and their Applications, Volume 117 (2007) no. 3, p. 312 | DOI:10.1016/j.spa.2006.07.004
- Poisson random balls: self-similarity and X-ray images, Advances in Applied Probability, Volume 38 (2006) no. 4, p. 853 | DOI:10.1239/aap/1165414582
- Fields with Exceptional Tangent Fields, Journal of Theoretical Probability, Volume 18 (2005) no. 2, p. 481 | DOI:10.1007/s10959-005-3516-7
- Testing (Non-)Existence of Input–Output Relationships by Estimating Fractal Dimensions, IEEE Transactions on Signal Processing, Volume 52 (2004) no. 11, p. 3151 | DOI:10.1109/tsp.2004.836454
- A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series, Applied and Computational Harmonic Analysis, Volume 14 (2003) no. 1, p. 75 | DOI:10.1016/s1063-5203(03)00002-2
Cité par 18 documents. Sources : Crossref
Commentaires - Politique