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...