## Electronic Communications in Probability

### Hausdorff dimension of the record set of a fractional Brownian motion

#### Abstract

We prove that the Hausdorff dimension of the record set of a fractional Brownian motion with Hurst parameter $H$ equals $H$.

#### Article information

Source
Electron. Commun. Probab., Volume 23 (2018), paper no. 22, 8 pp.

Dates
Accepted: 27 February 2018
First available in Project Euclid: 30 March 2018

https://projecteuclid.org/euclid.ecp/1522375381

Digital Object Identifier
doi:10.1214/18-ECP121

Mathematical Reviews number (MathSciNet)
MR3785396

Zentralblatt MATH identifier
1390.60143

#### Citation

Benigni, Lucas; Cosco, Clément; Shapira, Assaf; Wiese, Kay Jörg. Hausdorff dimension of the record set of a fractional Brownian motion. Electron. Commun. Probab. 23 (2018), paper no. 22, 8 pp. doi:10.1214/18-ECP121. https://projecteuclid.org/euclid.ecp/1522375381

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