In this note we prove that the Fourier dimension of the graph $G(B)$ of a fractional Brownian motion $B$ with Hurst parameter $H\in(0,1/2)$ is equal to 1. This finishes to solve a conjecture by Fraser and Sahlsten. It also yields an exact formula for the gap $\dim_{ \rm H}(G(B)) - \dim_{ \rm F}(G(B))$ between the Hausdorff dimension and the Fourier dimension of $G(B)$. The proof is based on an intricate combinatorics procedure for multiple integrals related to the covariance function of the fractional Brownian motion.

Categories: math.PR

On the Fourier dimension of fractional Brownian graphs