Restrictions of Hölder continuous functions

DOI10.1090/TRAN/7126MaRDI QIDQ4608776zbMATH OpenOpenAlexFDO

Authors Omer Angel, Richárd Balka, András Máthé, Yuval Peres

Publication date 28 March 2018

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.04789

zbMATH Keywords

fractional Brownian motionHausdorff dimensionBaire categorygenericbounded variationrestrictionMinkowski dimensionbox dimensionself-affine functiontypicalHölder continuity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Lipschitz (Hölder) classes (26A16) Functions of bounded variation, generalizations (26A45) Hausdorff and packing measures (28A78)

Abstract: For $0<alpha<1$ let $V(alpha)$ denote the supremum of the numbers $v$ such that every $alpha$-H"older continuous function is of bounded variation on a set of Hausdorff dimension $v$. Kahane and Katznelson (2009) proved the estimate $1/2leqV(alpha)leq1/(2-alpha)$ and asked whether the upper bound is sharp. We show that in fact $V(alpha)=max1/2,alpha$. Let $di{m}_H$ and $overline{dim}_M$ denote the Hausdorff and upper Minkowski dimension, respectively. The upper bound on $V(alpha)$ is a consequence of the following theorem. Let $B(t):tin[0,1]$ be a fractional Brownian motion of Hurst index $alpha$. Then, almost surely, there exists no set $Asubset[0,1]$ such that $overline{dim}_{M}A>max1-alpha,alpha$ and $BcolonAomathbbR$ is of bounded variation. Furthermore, almost surely, there exists no set $Asubset[0,1]$ such that $overline{dim}_{M}A>1-alpha$ and $BcolonAomathbbR$ is $$-H"older continuous for some $$. The zero set and the set of record times of $B$ witness that the above theorems give the optimal dimensions. We also prove similar restriction theorems for deterministic self-affine functions and generic $alpha$-H"older continuous functions. Finally, let $mathbfB(t):tin[0,1]$ be a two-dimensional Brownian motion. We prove that, almost surely, there is a compact set $Dsubset[0,1]$ such that $di{m}_{H}Dgeq1/3$ and $mathbfBcolonDomathbb{R}^2$ is non-decreasing in each coordinate. It remains open whether $1/3$ is best possible.

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Cited in

(9)

• Monotone and convex restrictions of continuous functions
• Hölder continuity or discontinuity of Weierstrass' function
• Increasing subsequences of random walks
• Restrictions of continuous functions
• Generic Hölder level sets on fractals
• Upper Minkowski dimension estimates for convex restrictions
• Measurable functions are of bounded variation on a set of dimension \(\frac{1}{2}\)
• Restrictions of Brownian motion
• A Fubini-type theorem for Hausdorff dimension

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