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The Fractal Dimensions Of The Fractional Brownian Motions

Posted on:2007-10-02Degree:MasterType:Thesis
Country:ChinaCandidate:M WangFull Text:PDF
GTID:2120360182987739Subject:Probability and Statistics
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This paper studies the Dimensions of the fractional Brownian Motions.A series of new results are obtained. And some of them improve or extend the related results in the literatures.Chapter 1 introduces the background of the problem-researching and the recent development of the research in this field.Chapter 2 introduces the preliminary knowledge which include the concepts and basic characters of fractal measures and fractal dimensions.Chapter 3 focuses on the dimensions for image sets, graph sets, level sets and inverseimage sets of the fractional Brownian Motions.We obtain some new results as follow:(1) Let X = {X(t), t∈ RN} be a d dimensions a order fractional Brownian Motions and E are a random set which in RN,then(Ⅰ) dim(X(E)) = min(d,1/αdim(E)) a.s(Ⅱ) dim(Gr(X(E))) = min(1/α dim(E), dim(E) + (1 - α)d) a.s. (Ⅲ) About Lebesgue measures almost all x∈ Rd, dim(X-1(x)) ≤ max{N - αd,0}.(2) Let X = {X(t), t ∈ RN} be a d dimensions α order fractional Brownian Motions and E are a random set which in RN,then(Ⅰ) Dim(X(E)) = min(d,1/αDim(E)) a.s(Ⅱ) Dim(Gr(X(E))) = min(1/αDim(E), Dim(E) + (1 - α)d) a.s.(Ⅲ) About Lebesgue measures almost all x∈Rd, Dim(X-1(x))≤ max{(N -αd),0}.Chapter 4 focuses on the uniform Dimensions for image sets, graph sets, level sets, inverseimage sets, of the fractional Brownian Motions.We obtain some new results as follow:(1)Let X = {X(t), t ∈ RN} be a d dimensions α order fractional Brownian Motions ,theP(dimGr(X(E,ω))≤1/αdimE,forall E∈B(RN))=1In particular,if N ≤ αd,thenP(dimGr(X(E,ω))=1/αdimE,forall E∈B(RN))=1(2) Let X = {X(t), t 6 RN} be a d dimensions a order fractional Brownian Motions ,thenP(DimGr(X(E,u)) > -Dim£, farall E e B(RN)) = 1.aIn particular.if N < o;d,thenP(DimGr(X(E,uj)) = -DimE, farall E e B(RN)) - 1a...
Keywords/Search Tags:Fractional Brownian Motions, Random sets, Hausdorff dimension, Packing Dimension
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