Hausdorff dimension of the graph of the Fractional Brownian Sheet
Antoine Ayache
Université Lille 1, Villeneuve d'Asq, France
Abstract
Let be the Fractional Brownian Sheet with multi-index , . In [14], Kamont has shown that, with probability , the box dimension of the graph of a trajectory of this Gaussian field, over a non-degenerate cube is equal to . In this paper, we prove that this result remains true when the box dimension is replaced by the Hausdorff dimension or the packing dimension.
Cite this article
Antoine Ayache, Hausdorff dimension of the graph of the Fractional Brownian Sheet. Rev. Mat. Iberoam. 20 (2004), no. 2, pp. 395–412
DOI 10.4171/RMI/394