Bivariate occupation measure dimension of multidimensional processes

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Abstract

Bivariate occupation measure dimension is a new dimension for multidimensional random processes. This dimension is given by the asymptotic behavior of its bivariate occupation measure. Firstly, we compare this dimension with the Hausdorff dimension. Secondly, we study relations between these dimensions and the existence of local time or self-intersection local time of the process. Finally, we compute the local correlation dimension of multidimensional Gaussian and stable processes with local Hölder properties and show it has the same value that the Hausdorff dimension of its image have. By the way, we give a new a.s. convergence of the bivariate occupation measure of a multidimensional fractional Brownian or particular stable motion (and thus of a spatial Brownian or Lévy stable motion).

Original languageEnglish
Pages (from-to)323-348
Number of pages26
JournalStochastic Processes and their Applications
Volume99
Issue number2
DOIs
Publication statusPublished - 8 May 2002
Externally publishedYes

Keywords

  • Fractional Brownian motion
  • Hausdorff dimension
  • Index stable processes
  • Local time
  • Occupation measure
  • Self-similar processes

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