inria-00581036, version 1
Horizons of fractional Brownian surfaces
Kenneth J. Falconer 1Jacques Lévy Véhel 2
Proceedings of the Royal Society A 456, 2001 (2000) 2153-2178
Résumé : We investigate the conjecture that the horizon of an index alpha fractional Brownian surface has (almost surely) the same Hölder exponents as the surface itself, with corresponding relationships for fractal dimensions. We establish this formally for the usual Brownian surface (where alpha = 1/ 2 ), and also for other alpha, 0 < alpha< 1, assuming a hypothesis concerning maxima of index alpha Brownian motion. We provide computational evidence that the conjecture is indeed true for all alpha.
- 1 : Mathematical Institute
- Mathematical Institute – University of St Andrews
- 2 : INRIA Rocquencourt (INRIA Rocquencourt)
- INRIA
- Domaine : Mathématiques/Probabilités
- inria-00581036, version 1
- http://hal.inria.fr/inria-00581036
- oai:hal.inria.fr:inria-00581036
- Contributeur : Lisandro Fermin
- Soumis le : Mercredi 30 Mars 2011, 09:09:20
- Dernière modification le : Mercredi 30 Mars 2011, 09:55:05