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