Packing dimension of the image of fractional Brownian motion

Yimin Xiao

Statistics & Probability Letters, 1997, vol. 33, issue 4, 379-387

Abstract: Let be a fractional Brownian motion of index [alpha] in d. For any analytic set , we show that , where DimE is the packing dimension of E and DimsE is the packing dimension profile of E defined by Falconer and Howroyd (1995).

Keywords: Packing; dimension; Packing; dimension; profiles; Fractional; Brownian; motion; Image (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (8)

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