Hausdorff Dimension of the Record Set of a Fractional Brownian Motion
Lucas Benigni, Clément Cosco, Assaf Shapira, Kay Jörg Wiese
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2017-06-29
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via math.PR updates on arXiv.org
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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