Author

Yiming Xu

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Preprint Aug 2026

Balancing fractional Brownian motion

We study the discrepancy of balancing $n$ independent sample paths of fractional Brownian motion with Hurst exponent $H\in(0,1)$ on $[0,1]$, an infinite-dimensional analogue of balancing Gaussian vectors. We establish a phase transition at $H=1/2$: with high probability, the discrepancy is $\Omega(n^{1/2-H})$ and $\mat...

Hengrui Luo, Yiming Xu · 0 citations