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Hausdorff dimension of the record set of a fractional Brownian motion

Abstract : 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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https://hal.archives-ouvertes.fr/hal-02168796
Contributor : Kay Wiese <>
Submitted on : Saturday, June 29, 2019 - 11:59:23 AM
Last modification on : Tuesday, August 4, 2020 - 3:46:28 AM

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Lucas Benigni, Clément Cosco, Assaf Shapira, Kay Jörg Wiese. Hausdorff dimension of the record set of a fractional Brownian motion. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2018, 23, ⟨10.1214/18-ECP121⟩. ⟨hal-02168796⟩

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