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Fractional Brownian motion and packing dimension |
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| Authors: | Talagrand Michel Xiao Yimin |
| Institution: | (1) Department of Mathematics, The Ohio State University, 43210-1174 Columbus, Ohio |
| Abstract: | LetX(t) (t R
N
) be a fractional Brownian motion of index  inR
d
. For any compact setE R
N
, we compute the packing dimension ofX(E).Partially supported by an NSF grant. |
| Keywords: | Packing dimension fractional Brownian motion image |
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