Applied Mathematics and Mechanics (English Edition) ›› 2007, Vol. 28 ›› Issue (2): 237-245 .doi: https://doi.org/10.1007/s10483-007-0212-z

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Hausdorff dimension of set generated by exceptional oscillations of a class of N-parameter Gaussian processes

林正炎, 程宗毛   

  • 收稿日期:2005-09-26 修回日期:2006-11-13 出版日期:2007-02-18 发布日期:2007-02-18
  • 通讯作者: 程宗毛

Hausdorff dimension of set generated by exceptional oscillations of a class of N-parameter Gaussian processes

LIN Zheng-yan, CHENG Zong-mao   

    1. Department of Mathematics, Zhejiang University, Hangzhou 310028, P. R. China;
    2. Department of Mathematics, Hangzhou Dianzi University, Hangzhou 310018, P. R. China
  • Received:2005-09-26 Revised:2006-11-13 Online:2007-02-18 Published:2007-02-18
  • Contact: CHENG Zong-mao

Abstract: A class of N-parameter Gaussian rocesses are introduced, which are more general than the -parameter Wiener process. The definition of the set generated by xceptional oscillations of a class of these processes is given, and hen the Hausdorff dimension of this set is defined. The Hausdorff imensions of these processes are studied and an exact epresentative for them is given, which is similar to that for the wo-parameter Wiener process by Zacharie (2001). Moreover, the time et considered is a hyperrectangle which is more general than a yper-square used by Zacharie (2001). For this more general case, a ernique-type inequality is established and then using this nequality and the Slepian lemma, a Lévy's continuity modulus theorem is shown. Independence of increments is required for showing he representative of the Hausdorff dimension by Zacharie (2001). his property is absent for the processes introduced here, so we ave to find a different way.

Key words: modulus of continuity, N-parameter Gaussian process, Hausdorff dimension

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