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Limsup Random Fractals
Khoshnevisan, Davar; University of Utah - Peres, Yuval; University of California, Berkeley - Xiao, Yimin; University of Utah
Formato: |
Peer-reviewed Article, |
Enlaces: |
Orey and Taylor (1974) introduced sets of ``fast points'' where Brownian increments are exceptionally large, ${\rm F}(\lambda):=\{ t\in[0,1]: \limsup_{h\to 0}{ | X(t+h)-X(t)| / \sqrt{ 2h|\log h|}} \ge \lambda\}$. They proved that for $\lambda \in (0,1]$, the Hausdorff dimension of ${\rm…
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Fecha: |
2000-01-01 |
Recurso: |
Electronic journal of probability |
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