Horizons of fractional Brownian surfaces

Citation
Kj. Falconer et Jl. Vehel, Horizons of fractional Brownian surfaces, P ROY SOC A, 456(2001), 2000, pp. 2153-2178
Citations number
23
Categorie Soggetti
Multidisciplinary
Journal title
PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
ISSN journal
13645021 → ACNP
Volume
456
Issue
2001
Year of publication
2000
Pages
2153 - 2178
Database
ISI
SICI code
1364-5021(20000908)456:2001<2153:HOFBS>2.0.ZU;2-F
Abstract
We investigate the conjecture that the horizon of an index-alpha fractional Brownian surface has (almost surely) the same Holder exponents as the surf ace itself, with corresponding relationships for fractal dimensions. We est ablish this formally for the usual Brownian surface (where alpha = 1/2), an d also for other alpha, 0 < alpha < 1, assuming a hypothesis concerning max ima of index-etc Brownian motion. We provide computational evidence that th e conjecture is indeed true for all alpha.