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Multifractal analysis of the occupation measures of a kind of stochastic processes
Hu, XY
1999-04-01
Source PublicationSTOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN0304-4149
Volume80Issue:2Pages:249-269
AbstractLet {X(1), 0 less than or equal to t less than or equal to 1} be a stochastic process whose range is a random Canter-like set depending on an alpha-sequence (0 < alpha < 1) and mu is the occupation measure of X(t). In this paper we examine the multifractal structure of mu and obtain the fractal dimensions of the sets of points of where the local dimension of mu is different from alpha. It is interesting to notice that the final results of this paper are identical to those for the occupation measure of a stable subordinator with index alpha, yet the stochastic process under consideration in this work is not even a Markov process. (C) 1999 Elsevier Science B.V. All rights reserved.
Keywordlocal dimension Hausdorff dimension packing dimension multifractal spectrum
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000079353800007
PublisherELSEVIER SCIENCE BV
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/14649
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Hu, XY. Multifractal analysis of the occupation measures of a kind of stochastic processes[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,1999,80(2):249-269.
APA Hu, XY.(1999).Multifractal analysis of the occupation measures of a kind of stochastic processes.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,80(2),249-269.
MLA Hu, XY."Multifractal analysis of the occupation measures of a kind of stochastic processes".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 80.2(1999):249-269.
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