Hausdorff dimension of Weierstrass-Mandelbrot process

Jerzy Szulga

Statistics & Probability Letters, 2002, vol. 56, issue 3, 301-307

Abstract: We verify Berry and Lewis' hypothesis that the fractional Brownian motion and Weierstrass-Mandelbrot process share the Hausdorff dimension of paths and ranges.

Keywords: Hausdorff; dimension; Fractal; dimension; Fractional; Brownian; motion; Weierstrass-Mandelbrot; process; Small; ball; probabilities; Lower; tails; Characteristic; function (search for similar items in EconPapers)
Date: 2002
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