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Fractional Brownian motion 1 Hausdorff dimension 1 Local times 1 Salem sets 1
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Fouché, Willem L. 1 Mukeru, Safari 1
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Statistics & Probability Letters 1
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On the Fourier structure of the zero set of fractional Brownian motion
Fouché, Willem L.; Mukeru, Safari - In: Statistics & Probability Letters 83 (2013) 2, pp. 459-466
In this paper, we consider a one-dimensional fractional Brownian motion X and the Fourier transform of its associated Dirac measure δ(X). It is a measure, canonically associated with X (in the sense of Schwartz’s theory of generalized functions). As was shown by Kahane, this measure reflects...
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