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Image sets of fractional Brownian sheets

Published 30 Jul 2015 in math.PR | (1507.08466v1)

Abstract: Let $BH = { BH(t), t\in\mathbb{R}N }$ be an $(N,d)$-fractional Brownian sheet with Hurst index $H=(H_1,\dotsc,H_N)\in (0,1)N$. The main objective of the present paper is to study the Hausdorff dimension of the image sets $BH(F+t)$, $F\subset\mathbb{R}N$ and $t\in\mathbb{R}N$, in the dimension case $d<\tfrac{1}{H_1}+\cdots+\tfrac{1}{H_N}$. Following the seminal work of Kaufman (1989), we establish uniform dimensional properties on $BH$, answering questions raised by Khoshnevisan et al (2006) and Wu and Xiao (2009). For the purpose of this work, we introduce a refinement of the sectorial local-nondeterminism property which can be of independent interest to the study of other fine properties of fractional Brownian sheets.

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