Hausdorff and packing dimensions of the images of random fields

preprint2010arXivOpen access

Abstract

Let X={X(t),t∈RN}X=\{X(t),t\in\mathbb{R}^N\} be a random field with values in Rd\mathbb{R}^d. For any finite Borel measure μμ and analytic set E⊂RNE\subset\mathbb{R}^N, the Hausdorff and packing dimensions of the image measure μXμ_X and image set X(E)X(E) are determined under certain mild conditions. These results are applicable to Gaussian random fields, self-similar stable random fields with stationary increments, real harmonizable fractional Lévy fields and the Rosenblatt process.

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