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math.PR2022
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Lara Daw, Laurent Loosveldt
We prove that we can identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results…
math.PR2021★ 1 cited
Fractal dimensions of the Rosenblatt process
Lara Daw, George Kerchev
The paper concerns the image, level and sojourn time sets associated with sample paths of the Rosenblatt process. We obtain results regarding the Hausdorff (both classical and macr…
math.PR2020
A uniform result for the dimension of fractional Brownian motion level sets
Lara Daw
Let be a real-valued fractional Brownian motion of index . We prove that the macroscopic Hausdorff dimension of the level sets $\mathca…