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arxiv: 1212.2383 · v2 · pith:PE5JMCP6new · submitted 2012-12-11 · 🧮 math.PR

Generalized dimensions of images of measures under Gaussian processes

classification 🧮 math.PR
keywords fractionalalphabrowniancertaingaussiangeneralizedmotionsprocesses
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We show that for certain Gaussian random processes and fields X:R^N to R^d, D_q(mu_X) = min{d, D_q(mu)/alpha} a.s. for an index alpha which depends on Holder properties and strong local nondeterminism of X, where q>1, where D_q denotes generalized q-dimension and where mu_X is the image of the measure mu under X. In particular this holds for index-alpha fractional Brownian motion, for fractional Riesz-Bessel motions and for certain infinity scale fractional Brownian motions.

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