Special Lecture
Abstract by
Dr. Yimin Xiao
University of Utah
-
Packing Dimension and Fractal Properties of Stochastic Processes.
Packing dimension and packing measure were introduced by
Tricot (1982), Taylor and Tricot (1985) in the Euclidean space as dual
concepts to Hausdorff dimension and Hausdorff measure. Many authors
have applied packing dimension and packing measure to study fractal
properties of the sample paths of stochastic processes such as
Brownian motion, stable L\'evy processes and fractional Brownian
motion. In this talk, I will present some recent packing dimension
results for random fractals related to Brownian motion and fractional
Brownian motion. These results show that, on one hand, many Hausdorff
dimension results such as the Hausdorff dimensions of the image set
and the set of fast points of Brownian motion have no direct analogue
for the packing dimension; and, on the other hand, even in problems
where only Hausdorff dimension is concerned, packing dimension could
be needed to give a complete solution.
- Wednesday - March 10, 1999.
4:00 PM - 245 Altgeld Hall - SPECIAL LECTURE