English

On the Fourier analytic structure of the Brownian graph

Probability 2018-03-16 v3 Classical Analysis and ODEs Dynamical Systems

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 R\mathbb{R} is bounded above by 11. This partially answered a question of Kahane ('93) by showing that the graph of the Wiener process WtW_t (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 WtW_t is almost surely 11. 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