Image sets of fractional Brownian sheets

preprint2015arXivOpen access

Abstract

Let BH={BH(t),t∈RN}B^H = \{ B^H(t), t\in\mathbb{R}^N \} be an (N,d)(N,d)-fractional Brownian sheet with Hurst index H=(H1,…,HN)∈(0,1)NH=(H_1,\dotsc,H_N)\in (0,1)^N. The main objective of the present paper is to study the Hausdorff dimension of the image sets BH(F+t)B^H(F+t), F⊂RNF\subset\mathbb{R}^N and t∈RNt\in\mathbb{R}^N, in the dimension case d<1H1+⋯+1HNd<\tfrac{1}{H_1}+\cdots+\tfrac{1}{H_N}. Following the seminal work of Kaufman (1989), we establish uniform dimensional properties on BHB^H, answering questions raised by Khoshnevisan et al (2006) and Wu and Xiao (2009). For the purpose of this work, we introduce a refinement of the sectorial local-nondeterminism property which can be of independent interest to the study of other fine properties of fractional Brownian sheets.

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