Hausdorff Dimension of the Record Set of a Fractional Brownian
Lucas Benigni1, Clément Cosco1, Assaf Shapira1, Kay Jörg Wiese2
1 Laboratoire de Probabilités et Modèles Aléatoires, Université Paris Diderot
2 CNRS-Laboratoire de Physique Théorique de
l'Ecole Normale Supérieure, PSL Research University, Sorbonne Universités, UPMC,
24 rue Lhomond, 75005 Paris, France.
Abstract
We prove that the Hausdorff dimension of the record set of a fractional Brownian motion with Hurst parameter $H$ equals $H$.
arXiv:1706.09726 [pdf]
Electron. Commun. Probab. 23 (2018) 1-8 [pdf] [MR report]
Copyright (C)
by Kay Wiese. Last edited July 21, 2017.