Sojourn time dimensions of fractional Brownian motion

DOI10.3150/19-BEJ1105MaRDI QIDQ2174973zbMATH OpenOpenAlexFDO

Authors Ivan Nourdin, Giovanni Peccati, Stéphane Seuret

Publication date 27 April 2020

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.00518, https://projecteuclid.org/euclid.bj/1587974518

zbMATH Keywords

fractional Brownian motionlogarithmic densitymacroscopic Hausdorff dimensionpixel densitysojourn time

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22)

Abstract: We describe the size of the sets of sojourn times $E_{g}amma=tgeq0:|B_t|leq{t}^{g}amma$ associated with a fractional Brownian motion $B$ in terms of various large scale dimensions.

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Cited in

(3)

• Sojourn time of some reflected Brownian motion in the unit disk
• Fractal dimensions of the Rosenblatt process
• On the sojourn time of the Brownian process in a multidimensional sphere

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