Hausdorff and Packing Measures of the Level Sets of Iterated Brownian Motion |
| |
| Authors: | Yueyun Hu |
| |
| Affiliation: | (1) Laboratoire de Probabilités, CNRS UMR 7599, Université Paris VI, Tour 56, 4 Place Jussieu, F-75252 Paris Cedex 05, France |
| |
| Abstract: | Burdzy and Khoshnevisan(9) have shown that the Hausdorff dimension of the level sets of an iterated Brownian motion (IBM) is equal to 3/4. In this paper, the exact Hausdorff measure function and the packing measure of the levels set of IBM are given. Our approach relies on some accurate analysis on the local asymptotic of local times. |
| |
| Keywords: | Iterated Brownian motion Hausdorff measure packing measure level set local time |
| 本文献已被 SpringerLink 等数据库收录！ |
|
