On the Fourier analytic structure of the Brownian graph
Abstract
In a previous article (\textit{Int. Math. Res. Not.} 2014, 2730--2745) T. Orponen and the authors proved that the Fourier dimension of the graph of any real-valued function on is bounded above by . This partially answered a question of Kahane ('93) by showing that the graph of the Wiener process (Brownian motion) is almost surely not a Salem set. In this article we complement this result by showing that the Fourier dimension of the graph of is almost surely . In the proof we introduce a method based on Ito calculus to estimate Fourier transforms by reformulating the question in the language of Ito drift-diffusion processes and combine it with the classical work of Kahane on Brownian images.
Keywords
Cite
@article{arxiv.1506.03773,
title = {On the Fourier analytic structure of the Brownian graph},
author = {Jonathan M. Fraser and Tuomas Sahlsten},
journal= {arXiv preprint arXiv:1506.03773},
year = {2018}
}
Comments
17 pages, 2 figures. v3: removed the equidistribution section. To appear in Analysis & PDE