Hausdorff Dimension of the Record Set of a Fractional Brownian Motion

arxiv: 1706.09726 · v3 · pith:RAGQYL3Rnew · submitted 2017-06-29 · 🧮 math.PR

Lucas Benigni , Cl\'ement Cosco , Assaf Shapira , Kay J\"org Wiese This is my paper

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keywords browniandimensionfractionalhausdorffmotionrecordequalshurst

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We prove that the Hausdorff dimension of the record set of a fractional Brownian motion with Hurst parameter $H$ equals $H$.

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