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Fine regularity of stochastic processes is usually measured in a local way by local Hölder exponents and in a global way by fractal dimensions. In the case of multiparameter Gaussian random fields, Adler proved that these two concepts are connected under the assumption of increment stationarity property. The aim of this paper is to consider the case of Gaussian fields without any stationarity condition. More precisely, we prove that almost surely the Hausdorff dimensions of the range and the graph in any ball B(t0,ρ) are bounded from above using the local Hölder exponent at t0. We define the deterministic local sub-exponent of Gaussian processes, which allows to obtain an almost sure lower bound for these dimensions. Moreover, the Hausdorff dimensions of the sample path on an open interval are controlled almost surely by the minimum of the local exponents. Then, we apply these generic results to the cases of the set-indexed fractional Brownian motion on RN, the multifractional Brownian motion whose regularity function H is irregular and the generalized Weierstrass function, whose Hausdorff dimensions were unknown so far.
@article{PS_2014__18__418_0,
author = {Herbin, Erick and Arras, Benjamin and Barruel, Geoffroy},
title = {From almost sure local regularity to almost sure {Hausdorff} dimension for gaussian fields},
journal = {ESAIM: Probability and Statistics},
pages = {418--440},
publisher = {EDP-Sciences},
volume = {18},
year = {2014},
doi = {10.1051/ps/2013044},
mrnumber = {3333997},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2013044/}
}
TY - JOUR AU - Herbin, Erick AU - Arras, Benjamin AU - Barruel, Geoffroy TI - From almost sure local regularity to almost sure Hausdorff dimension for gaussian fields JO - ESAIM: Probability and Statistics PY - 2014 SP - 418 EP - 440 VL - 18 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps/2013044/ DO - 10.1051/ps/2013044 LA - en ID - PS_2014__18__418_0 ER -
%0 Journal Article %A Herbin, Erick %A Arras, Benjamin %A Barruel, Geoffroy %T From almost sure local regularity to almost sure Hausdorff dimension for gaussian fields %J ESAIM: Probability and Statistics %D 2014 %P 418-440 %V 18 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ps/2013044/ %R 10.1051/ps/2013044 %G en %F PS_2014__18__418_0
Herbin, Erick; Arras, Benjamin; Barruel, Geoffroy. From almost sure local regularity to almost sure Hausdorff dimension for gaussian fields. ESAIM: Probability and Statistics, Tome 18 (2014), pp. 418-440. doi: 10.1051/ps/2013044
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