Sample Path Properties of Bifractional Brownian Motion

Let $B^{H, K}= \big\{B^{H, K}(t), t \in \R_+ \big\}$ be a bifractional Brownian motion in $\R^d$. We prove that $B^{H, K}$ is strongly locally nondeterministic. Applying this property and a stochastic integral representation of $B^{H, K}$, we establish Chung's law of the iterated logarithm for $B^{H, K}$, as well as sharp H\"older conditions and tail probability estimates for the local times of $B^{H, K}$. We also consider the existence and the regularity of the local times of multiparameter bifractional Brownian motion $B^{\bar{H}, \bar{K}}= \big\{B^{\bar{H}, \bar{K}}(t), t \in \R^N_+ \big\}$ in $\R^d$ using Wiener-It\^o chaos expansion

Limits of bifractional Brownian noises

Let $B^{H,K}=(B^{H,K}_{t}, t\geq 0)$ be a bifractional Brownian motion with two parameters $H\in (0,1)$ and $K\in(0,1]$. The main result of this paper is that the increment process generated by the bifractional Brownian motion $(B^{H,K}_{h+t} -B^{H,K}_{h}, t\geq 0)$ converges when $h\to \infty$ to $(2^{(1-K)/{2}}B^{HK}_{t}, t\geq 0)$, where $(B^{HK}_{t}, t\geq 0)$ is the fractional Brownian motion with Hurst index $HK$. We also study the behavior of the noise associated to the bifractional Brownian motion and limit theorems to $B^{H,K}$

The group of homeomorphisms of the Cantor set has ample generics

We show that the group of homeomorphisms of the Cantor set $H(K)$ has ample generics, that is, for every $m$ the diagonal conjugacy action $g\cdot(h_1,h_2,..., h_m)=(gh_1g^{-1},gh_2g^{-1},..., gh_mg^{-1})$ of $H(K)$ on $H(K)^m$ has a comeager orbit. This answers a question of Kechris and Rosendal. We show that the generic tuple in $H(K)^m$ can be taken to be the limit of a certain projective Fraisse family. We also present a proof of the existence of the generic homeomorphism of the Cantor set in the context of the projective Fraisse theory.Comment: final version, to appear in Bulletin of the London Mathematical Societ