Uniform dimension results for fractional Brownian motion

Abstract: Kaufman's dimension doubling theorem states that for a planar Brownian motion

m a t h b f B (t) : t i n [0, 1]

we have

mathbb{P}(dim mathbf{B}(A)=2dim A extrm{ for all } Asubset [0,1])=1,

where

d i m

may denote both Hausdorff dimension

d i m_{H}

and packing dimension

d i m_{P}

. The main goal of the paper is to prove similar uniform dimension results in the one-dimensional case. Let

0 < a l p h a < 1

and let

B (t) : t i n [0, 1]

be a fractional Brownian motion of Hurst index

a l p h a

. For a deterministic set

D s u b s e t [0, 1]

consider the following statements:

(A) quad mathbb{P}(dim_H B(A)=(1/alpha) dim_H A extrm{ for all } Asubset D)=1,

(B) quad mathbb{P}(dim_P B(A)=(1/alpha) dim_P A extrm{ for all } Asubset D)=1,

(C) quad mathbb{P}(dim_P B(A)geq (1/alpha) dim_H A extrm{ for all } Asubset D)=1.

We introduce a new concept of dimension, the modified Assouad dimension, denoted by

d i m_{M A}

. We prove that

d i m_{M A} D l e q a l p h a

implies (A), which enables us to reprove a restriction theorem of Angel, Balka, M'ath'e, and Peres. We show that if

D

is self-similar then (A) is equivalent to

d i m_{M A} D l e q a l p h a

. Furthermore, if

D

is a set defined by digit restrictions then (A) holds iff

d i m_{M A} D l e q a l p h a

or

d i m_{H} D = 0

. The characterization of (A) remains open in general. We prove that

d i m_{M A} D l e q a l p h a

implies (B) and they are equivalent provided that

D

is analytic. We show that (C) is equivalent to

d i m_{H} D l e q a l p h a

. This implies that if

d i m_{H} D l e q a l p h a

and

G a m m a_{D} = E s u b s e t B (D) : d i m_{H} E = d i m_{P} E

, then

mathbb{P}(dim_H (B^{-1}(E)cap D)=alpha dim_H E extrm{ for all } Ein Gamma_D)=1.

In particular, all level sets of

B |_{D}

have Hausdorff dimension zero almost surely.

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