From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields - Archive ouverte HAL
Article Dans Une Revue ESAIM: Probability and Statistics Année : 2013

From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields

Résumé

Fine regularity of stochastic processes is usually measured in a local way by local Hölder exponents and in a global way by fractal dimensions. Following a previous work of Adler, we connect these two concepts for multiparameter Gaussian random fields. More precisely, we prove that almost surely the Hausdorff dimensions of the range and the graph in any ball $B(t_0,\rho)$ are bounded from above using the local Hölder exponent at $t_0$. We define the deterministic local sub-exponent of Gaussian processes, which allows to obtain an almost sure lower bound for these dimensions. Moreover, the Hausdorff dimensions of the sample path on an open interval are controlled almost surely by the minimum of the local exponents. Then, we apply these generic results to the cases of the multiparameter fractional Brownian motion, the multifractional Brownian motion whose regularity function $H$ is irregular and the generalized Weierstrass function, whose Hausdorff dimensions were unknown so far.

Dates et versions

hal-00862543 , version 1 (17-09-2013)

Identifiants

Citer

Erick Herbin, Benjamin Arras, Geoffroy Barruel. From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields. ESAIM: Probability and Statistics, 2013, 28p. ⟨10.1051/ps/2013044⟩. ⟨hal-00862543⟩
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