Back to Search Start Over

Hausdorff Dimension of the Record Set of a Fractional Brownian Motion

Authors :
Benigni, Lucas
Cosco, Clément
Shapira, Assaf
Wiese, Kay Jörg
Publication Year :
2017

Abstract

We prove that the Hausdorff dimension of the record set of a fractional Brownian motion with Hurst parameter $H$ equals $H$.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1706.09726
Document Type :
Working Paper
Full Text :
https://doi.org/10.1214/18-ECP121
Full Text Access
View/download PDF

Tools

Authors Abstract Subjects Details