✦ LIBER ✦

Fractal Dimension of Random Processes

✍ Scribed by S.I. Denisov

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 199 KB
Volume: 9
Category: Article
ISSN: 0960-0779
DOI: 10.1016/s0960-0779(97)00179-3

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✦ Synopsis

The fractal dimension problem of random processes with almost certain continuous realizations is solved[ It is shown that the fractal properties of such processes are completely de_ned by the behaviour of their covariance functions\ K"t 0 \t 1 #\ in a small vicinity of the point t 0 t 1 [ The fractal dimension of di}usive Markovian processes and generalized Wiener processes is calculated and the connection of the di}usion character of particles ensemble with fractal dimension of their coordinates is established[ Þ 0887 Elsevier Science Ltd[ All rights reserved

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