A uniform result for the dimension of fractional Brownian motion level sets
Probability
2021-03-09 v1
Abstract
Let be a real-valued fractional Brownian motion of index . We prove that the macroscopic Hausdorff dimension of the level sets is, with probability one, equal to for all .
Keywords
Cite
@article{arxiv.2003.01423,
title = {A uniform result for the dimension of fractional Brownian motion level sets},
author = {Lara Daw},
journal= {arXiv preprint arXiv:2003.01423},
year = {2021}
}