Sojourn time dimensions of fractional Brownian motion
classification
🧮 math.PR
math.MG
keywords
browniandimensionsfractionalgammamotionsojournassociateddescribe
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We describe the size of the sets of sojourn times $E_\gamma =\{t\geq 0: |B_t|\leq t^\gamma\}$ associated with a fractional Brownian motion $B$ in terms of various large scale dimensions.
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