After an introduction to Brownian motion, Hausdorff dimension, nonstandard analysis and Loeb measure theory, we explore the notion of a nonstandard formulation of Hausdorff dimension. By considering an adapted form of the counting measure formulation of Lebesgue measure, we find that Hausdorff dimension can be computed through a counting argument rather than the traditional way. This formulation is then applied to obtain simple proofs of some of the dimensional properties of Brownian motion, such as the doubling of the dimension of a set of dimension smaller than 1/2 under Brownian motion, by utilising Anderson's formulation of Brownian motion as a hyperfinite random walk. We also use the technique to refine a theorem of Orey and Taylor's on the Hausdorff dimension of the rapid points of Brownian motion. The result is somewhat stronger than the original. Lastly, we give a corrected proof of Kaufman's result that the rapid points of Brownian motion have similar Hausdorff and Fourier dimensions, implying that they constitute a Salem set. / Mathematical Sciences / D. Phil. (Mathematical Sciences)
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:unisa/oai:uir.unisa.ac.za:10500/1868 |
| Date | 11 1900 |
| Creators | Potgieter, Paul |
| Contributors | Fouché, W. L. |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Type | Thesis |
| Format | 1 online resource (iii, 50 leaves) |
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