Fourier dimension of the graph of fractional Brownian motion with $H \ge 1/2$

Chun-Kit Lai; Cheuk Yin Lee

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arXiv · 2502.09032

Fourier dimension of the graph of fractional Brownian motion with $H \ge 1/2$

Chun-Kit Lai·Cheuk Yin Lee

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Abstract

We prove that the Fourier dimension of the graph of fractional Brownian motion with Hurst index greater than $1/2$ is almost surely 1. This extends the result of Fraser and Sahlsten (2018) for the Brownian motion and confirms part of the conjecture of Fraser, Orponen and Sahlsten (2014). We introduce a combinatorial integration by parts formula to compute the moments of the Fourier transform of the graph measure. The proof of our main result is based on this integration by parts formula together with Fa\`a di Bruno's formula and strong local nondeterminism of fractional Brownian motion. We also show that the graph of a symmetric $\alpha$-stable process has Fourier dimension 1 almost surely when $\alpha \in [1,2]$ and is a Salem set when $\alpha = 1$.

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Chun-Kit Lai, Cheuk Yin Lee. 2025-02-13. Fourier dimension of the graph of fractional Brownian motion with $H \ge 1/2$. https://arxiv.org/abs/2502.09032

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