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Hausdorff and packing dimensions of the images of random fields

Published 23 Nov 2010 in math.ST and stat.TH | (1011.5043v1)

Abstract: Let $X={X(t),t\in\mathbb{R}N}$ be a random field with values in $\mathbb{R}d$. For any finite Borel measure $\mu$ and analytic set $E\subset\mathbb{R}N$, the Hausdorff and packing dimensions of the image measure $\mu_X$ and image set $X(E)$ are determined under certain mild conditions. These results are applicable to Gaussian random fields, self-similar stable random fields with stationary increments, real harmonizable fractional L\'{e}vy fields and the Rosenblatt process.

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