Local correlation dimension and Hausdorff dimension of continuous random fields

Research output: Contribution to journalArticlepeer-review

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 contributionDimension de corrélation locale et dimension de Hausdorff des processus vectoriels continus
Original languageEnglish
Pages (from-to)589-594
Number of pages6
JournalComptes Rendus de l'Academie des Sciences - Series I: Mathematics
Volume326
Issue number5
DOIs
Publication statusPublished - 1 Jan 1998
Externally publishedYes

Fingerprint

Dive into the research topics of 'Local correlation dimension and Hausdorff dimension of continuous random fields'. Together they form a unique fingerprint.

Cite this