Abstract
Local correlation is a new dimension for continuous random field. This dimension is given by the asymptotic behaviour of intersection occupation measure. We compare first this dimension to Hausdorff one. We compute then local correlation dimension of multiparameter fractional Brownian motions. We also correct a result of Cuzick and give the value of Hausdorff dimension of these processes.
| Translated title of the contribution | Dimension de corrélation locale et dimension de Hausdorff des processus vectoriels continus |
|---|---|
| Original language | English |
| Pages (from-to) | 589-594 |
| Number of pages | 6 |
| Journal | Comptes Rendus de l'Academie des Sciences - Series I: Mathematics |
| Volume | 326 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 1 Jan 1998 |
| Externally published | Yes |