Macroscopic Hausdorff dimension of the level sets of the Airy processes
Sudeshna Bhattacharjee, Fei Pu

TL;DR
This paper investigates the macroscopic Hausdorff dimension of level sets of Airy processes, providing new bounds and estimates by leveraging inequalities and tail probability analysis for these stochastic processes.
Contribution
It introduces novel methods for analyzing the macroscopic Hausdorff dimension of Airy process level sets, extending previous techniques to these specific stochastic models.
Findings
Derived bounds for the Hausdorff dimension of Airy$_1$ level sets.
Established tail probability estimates for the maximum and minimum of Airy$_2$.
Extended the methodology for macroscopic dimension analysis of stochastic processes.
Abstract
We study the Macroscopic Hausdorff dimension of the upper and lower level sets of the Airy processes, following the general method developed in Khoshnevisan et al. \cite{KKX17}. For the Airy process, the approach to macroscopic Hausdorff dimension of level sets hinges on some inequalities for its joint probabilities, while for the Airy process, we make use of some quantitative estimates on the tail probabilities of its maximum and minimum over an interval.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and statistical mechanics · Stochastic processes and financial applications
