Breadcrumb
Fourier analysis of the graph of fractional Brownian motion
Mon 04 February 2013, 16:00
Tuomas Sahlsten
University of Bristol
Organiser: Michiel van den Berg
ABSTRACT
We prove that the graph of fractional Brownian motion with any Hurst exponent is almost surely not a Salem set, that is, the Fourier dimension of the graph is strictly less than the Hausdorff dimension. This answers in part a question of J.-P. Kahane from 1993. The main tool behind our result is the slicing theory of measures, which is a classical technique in geometric measure theory. This is joint work with Jonathan Fraser (St Andrews, Scotland) and Tuomas Orponen (Helsinki, Finland).
