In this paper, we extend the results of Orey and Taylor [S. Orey and S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail? Proc. London Math. Soc. 28 (1974) 174-192] relative to random fractals generated by oscillations of Wiener processes to a multivariate framework. We consider a setup where Gaussian processes are indexed by classes of functions.
Mots-clés : random fractals, Hausdorff dimension, Wiener process
@article{PS_2011__15__249_0, author = {Coiffard, Claire}, title = {Random fractals generated by a local gaussian process indexed by a class of functions}, journal = {ESAIM: Probability and Statistics}, pages = {249--269}, publisher = {EDP-Sciences}, volume = {15}, year = {2011}, doi = {10.1051/ps/2010003}, mrnumber = {2870515}, zbl = {1277.60067}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ps/2010003/} }
TY - JOUR AU - Coiffard, Claire TI - Random fractals generated by a local gaussian process indexed by a class of functions JO - ESAIM: Probability and Statistics PY - 2011 SP - 249 EP - 269 VL - 15 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ps/2010003/ DO - 10.1051/ps/2010003 LA - en ID - PS_2011__15__249_0 ER -
%0 Journal Article %A Coiffard, Claire %T Random fractals generated by a local gaussian process indexed by a class of functions %J ESAIM: Probability and Statistics %D 2011 %P 249-269 %V 15 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ps/2010003/ %R 10.1051/ps/2010003 %G en %F PS_2011__15__249_0
Coiffard, Claire. Random fractals generated by a local gaussian process indexed by a class of functions. ESAIM: Probability and Statistics, Tome 15 (2011), pp. 249-269. doi : 10.1051/ps/2010003. http://archive.numdam.org/articles/10.1051/ps/2010003/
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