论文标题

分数布朗运动水平集的尺寸的统一结果

A uniform result for the dimension of fractional Brownian motion level sets

论文作者

Daw, Lara

论文摘要

令$ b = \ {b_t \,:\,t \ geq 0 \} $为索引$ h \ in(0,1)$的真实价值分数布朗运动。我们证明了级别的宏观Hausdorff尺寸设置$ \ MATHCAL {l} _x = \ left \ {t \ in \ Mathbb {r} _+ \,:\,:\,b_t = x \ x \ right \} $ ins,libaligity ins,与$ 1-$ x \ $ x \ in c \ ins for Phipobility One ins in c。

Let $B =\{ B_t \, : \, t \geq 0 \}$ be a real-valued fractional Brownian motion of index $H \in (0,1)$. We prove that the macroscopic Hausdorff dimension of the level sets $\mathcal{L}_x = \left\{ t \in \mathbb{R}_+ \, : \, B_t=x \right\}$ is, with probability one, equal to $1-H$ for all $x\in\mathbb{R}$.

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