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On convergence of box dimensions of fractal interpolation stochastic processes

Wybrane pełne teksty z tego czasopisma
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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
We introduce fractal interpolation processes determined by n-dimensional random vectors. We examine convergence of their box dimensions and trajectories. We prove, in particular, that box dimensions and trajectories of fractal interpolations of a-fractional Brownian motion converge to those of the interpolated process.
Wydawca
Rocznik
Strony
873--888
Opis fizyczny
Bibliogr. 27 poz.
Twórcy
autor
  • Faculty of Mathematics and Information Science, Warsaw University of Technology, pl. Politechniki 1, 00-661 Warsaw, Poland
autor
  • Faculty of Mathematics and Information Science, Warsaw University of Technology, pl. Politechniki 1, 00-661 Warsaw, Poland
Bibliografia
  • [1] M. Barnsley, Fractal functions and interpolation, Constr. Approx. 2 (1986), 303-329.
  • [2] M. Barnsley, Fractals Everywhere, Academic Press, London, 1988.
  • [3] M. Barnsley, J. Elton, D. Hardin, Recurrent iterated function systems, Constr. Approx. 5 (1989), 3-31.
  • [4] M. Barnsley, A. Harrington, The calculus of fractal interpolation functions, J. of Approx. Theory 34 (1989), 14-34.
  • [5] T. Bedford, Holder exponent and box dimension for self-affine functions, Constr. Approx. 5 (1989), 33-48.
  • [6] Ph. Carmona, L. Coutin, Fractional Brownian motion and the Markov property, Electron. Commun. Probab. 3 (1998), 95-07.
  • [7] G. Chan, P. Hall, D. S. Poskitt, Periodogram-based estimators of fractal properties, Ann. Statist. 23 (1995), 1684-1711.
  • [8] Y. Chao, J. Leu, A fractal reconstruction method for Idv spectrl analysis, Experiments in Fluids 13 (1992), 91-97.
  • [9] K. Falconer, The Hausdorff dimension of self-affine fractals, Math. Proc. Camb. Phil. Soc. 103 (1988), 339-350.
  • [10] K. Falconer, Fractal Geometry, Mathematical Foundations and Applications, John Wiley&Sons, 1990.
  • [11] D. Hardin, P. Massopust, Fractal interpolation functions from Rn to Rm and their projections, Z. Anal. 12 (1993), 535-548.
  • [12] G. A. Hunt, Random Fourier transforms, Trans. Amer. Math. Soc. 71 (1951), 38-69.
  • [13] J. Kent, A. Wood, Estimating the fractal dimension of a locally self-similar Gaussian process by using increments, J. R. Statist. Soc. B, 59 No 3 (1997), 679-699.
  • [14] T. Lai, Reproducing kernel Hilbert spaces and the law of iterated logaritm for Gaussian processes, Z. Wahrscheinlichkeitstheorie verw. Gebiete 29 (1974), 7-19.
  • [15] B. Mandelbrot, Fractals and Scaling in Finance, Springer, 1997.
  • [16] B. Mandelbrot, J. W. Van Ness, Fractional Brownian motions, fractional noises and applications, SIAM Review 10 (1968), 422-437.
  • [17] M. B. Marcus, Holder conditions for Gaussian processes with stationary increments, Trans. Amer. Soc. 134 (1968), 422-437.
  • [18] P. Massopust, Fractal surfaces, J. Math. Anal. Appl. 151 (1990), 275-290.
  • [19] P. Massopust, Vector-valued fractal interpolation functions and their box dimension, Aequationes Math. 42 (1991), 1-22.
  • [20] P. Massopust, Fractal functions, fractal surfaces and wavelets, Academic Press, 1994.
  • [21] M. Rosenblatt, Random Processes, Oxford Univ. Press, New York, 1962.
  • [22] G. Samorodnitsky, M. Taqqu, Stable non-Gaussian Random Processes, Stochastic Modeling, Chapman and Hall, New York, 1994.
  • [23] W. Strahle, Turbulent combustion data analysis using fractals, AIAA Journal 29 (1991), 409-417.
  • [24] S. J. Taylor, The measure theory of random fractals, Math. Proc. Camb. Phil. Soc. 100 (1986), 383-406.
  • [25] R. F. Voss, Fractals in Nature: From Characterisation to Simulation, in: H. O. Peitgen and D. Saupe, eds., T h e Science of Fractal Images, Springer-Verlag, 1988.
  • [26] Y. Xiao, personal communication.
  • [27] Y. Xiao, H. Lin, Dimension properties of sample paths of self-similar processes, Acta Math. Sinica 20(3) (1994), 289-300.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-PWA1-0031-0020
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