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Almost Sure Hausdorff Dimension of Graphs of Random Wavelet Series
Authors:Email author" target="_blank">Fran?ois?RoueffEmail author
Institution:(1) Ecole Nationale Supérieure des Télécommunications CNRS URA 820, 46, rue Barrault, 75634 Paris, Cedex 13, France
Abstract:In this contribution, we consider the problem of computing the Hausdorff dimension of the graph of a continuous random field obtained as an infinite series of smooth deterministic functions with independent random weights. The particular case of random wavelet series is addressed and almost sure lower bounds of their Hausdorff dimension are obtained. Sub-classes are exhibited for which these lower bounds coincide with almost sure upper bounds based on particular smoothness indices of the series. A direct application of these results provides new insights concerning the Hausdorff dimension as opposed to classical smoothness indices.
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