二维分数阶乘法过程的一致维数结果

IF 1.2 2区数学 Q2 STATISTICS & PROBABILITY

Annales De L Institut Henri Poincare-probabilites Et Statistiques Pub Date : 2014-05-01 DOI:10.1214/12-AIHP509

Xiong Jin

{"title":"二维分数阶乘法过程的一致维数结果","authors":"Xiong Jin","doi":"10.1214/12-AIHP509","DOIUrl":null,"url":null,"abstract":"Given a two-dimensional fractional multiplicative process (Ft)t∈[0,1] determined by two Hurst exponents H1 and H2, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of [0, 1] by F if and only if H1 = H2.","PeriodicalId":7902,"journal":{"name":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","volume":"97 1","pages":"512-523"},"PeriodicalIF":1.2000,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A Uniform Dimension Result for Two-Dimensional Fractional Multiplicative Processes\",\"authors\":\"Xiong Jin\",\"doi\":\"10.1214/12-AIHP509\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Given a two-dimensional fractional multiplicative process (Ft)t∈[0,1] determined by two Hurst exponents H1 and H2, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of [0, 1] by F if and only if H1 = H2.\",\"PeriodicalId\":7902,\"journal\":{\"name\":\"Annales De L Institut Henri Poincare-probabilites Et Statistiques\",\"volume\":\"97 1\",\"pages\":\"512-523\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2014-05-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annales De L Institut Henri Poincare-probabilites Et Statistiques\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/12-AIHP509\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales De L Institut Henri Poincare-probabilites Et Statistiques","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/12-AIHP509","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}

引用次数: 1

摘要

给定一个二维分数乘过程(Ft)t∈[0,1]，由两个Hurst指数H1和H2决定，我们证明了当且仅当H1 = H2时，F对于[0,1]子集的图像存在一个关联的一致Hausdorff维数结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A Uniform Dimension Result for Two-Dimensional Fractional Multiplicative Processes

Given a two-dimensional fractional multiplicative process (Ft)t∈[0,1] determined by two Hurst exponents H1 and H2, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of [0, 1] by F if and only if H1 = H2.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Annales De L Institut Henri Poincare-probabilites Et Statistiques 数学-统计学与概率论

CiteScore

2.70

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Probability and Statistics section of the Annales de l’Institut Henri Poincaré is an international journal which publishes high quality research papers. The journal deals with all aspects of modern probability theory and mathematical statistics, as well as with their applications.