Multifractal analysis of the occupation measures of a kind of stochastic processes

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	Multifractal analysis of the occupation measures of a kind of stochastic processes
	Hu, XY
	1999-04-01
发表期刊	STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN	0304-4149
卷号	80 期号:2 页码:249-269
摘要	Let {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.
关键词	local dimension Hausdorff dimension packing dimension multifractal spectrum
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000079353800007
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14649
专题	中国科学院数学与系统科学研究院
通讯作者	Hu, XY
作者单位	Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 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.