Uniform multifractal structure of stable trees

In this work, we investigate the spectrum of singularities of random stable trees with parameter $\gamma\in(1,2)$. We consider for that purpose the scaling exponents derived from two natural measures on stable trees: the local time $\ell^a$ and the mass measure $\textbf{m}$, providing as well a purely geometrical interpretation of the latter exponent. We first characterise the uniform component of the multifractal spectrum which exists at every level $a>0$ of stable trees and corresponds to large masses with scaling index $h\in[\tfrac{1+\gamma}{\gamma},\tfrac{\gamma}{\gamma-1}]$ for the mass measure (or equivalently $h\in [\tfrac{1}{\gamma},\tfrac{1}{\gamma-1}]$ for the local time). In addition, we investigate the distribution of vertices appearing at random levels with exceptionally large masses of index $h\in[0,\tfrac{1+\gamma}{\gamma})$. Finally, we discuss more precisely the order of the largest mass existing on any subset $\mathcal{T}(F)$ of a stable tree, characterising the former with the packing dimension of the set $F$.Comment: 50 pages. Major overhaul of the paper, correcting Theorem 4 and adding the study of the mass measure spectru

Image sets of fractional Brownian sheets

Let $B^H = \{ B^H(t), t\in\mathbb{R}^N \}$ be an $(N,d)$-fractional Brownian sheet with Hurst index $H=(H_1,\dotsc,H_N)\in (0,1)^N$. The main objective of the present paper is to study the Hausdorff dimension of the image sets $B^H(F+t)$, $F\subset\mathbb{R}^N$ and $t\in\mathbb{R}^N$, in the dimension case $d<\tfrac{1}{H_1}+\cdots+\tfrac{1}{H_N}$. Following the seminal work of Kaufman (1989), we establish uniform dimensional properties on $B^H$, answering questions raised by Khoshnevisan et al (2006) and Wu and Xiao (2009). For the purpose of this work, we introduce a refinement of the sectorial local-nondeterminism property which can be of independent interest to the study of other fine properties of fractional Brownian sheets.Comment: 14 pages, 1 figur

Some sample path properties of multifractional Brownian motion

The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently smooth cases which lead to sample paths locally similar to a fractional Brownian motion (fBm). The main goal of this paper is therefore to extend these results to a more general frame and consider any type of continuous Hurst function. More specifically, we mainly focus on obtaining a complete characterization of the pointwise H\"older regularity of the sample paths, and the Box and Hausdorff dimensions of the graph. These results, which are somehow unusual for a Gaussian process, are illustrated by several examples, presenting in this way different aspects of the geometry of the mBm with irregular Hurst functionsComment: 33 pages, 2 figure

A set-indexed Ornstein-Uhlenbeck process

The purpose of this article is a set-indexed extension of the well-known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and ends up with the proof of a complete characterization by its $L^2$-continuity, stationarity and set-indexed Markov properties. This specific Markov transition system allows to define a general \emph{set-indexed Ornstein-Uhlenbeck (SIOU) process} with any initial probability measure. Finally, in the multiparameter case, the SIOU process is proved to admit a natural integral representation.Comment: 13 page