A uniform result for the dimension of fractional Brownian motion level sets
نویسندگان
چکیده
Let B={Bt:t?0} be a real-valued fractional Brownian motion of index H?(0,1). We prove that the macroscopic Hausdorff dimension level sets Lx=t?R+:Bt=x is, with probability one, equal to 1?H for all x?R.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2020.108984