Multifractal structure of a general subordinator

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	Multifractal structure of a general subordinator
	Hu, XY ; Taylor, SJ
	2000-08-01
发表期刊	STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN	0304-4149
卷号	88 期号:2 页码:245-258
摘要	The object of this paper is to obtain the multifractal structure for the local time of a general Levy process which hits points. All such local time measures can be represented as the occupation measure of a subordinator. The thick points in the spectrum were investigated in a recent paper by Marsalle (1999, Ann. Probab. 27, 150-165). In this paper we obtain the spectrum for thin points, obtaining analogues of our results (Hu and Taylor, 1997, Stochastic Process. Appl. 66, 283-299) for the stable subordinator. We obtain our precise dimension results for exceptional sets in time rather than in space. (c) 2000 Elsevier Science B.V. All rights reserved.
关键词	multifractal structure general subordinator Hausdorff dimension thin points
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000088243400005
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/15620
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	1.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Univ Sussex, Brighton BN1 9RH, E Sussex, England 3.Univ Virginia, Charlottesville, VA 22903 USA
推荐引用方式 GB/T 7714	Hu, XY,Taylor, SJ. Multifractal structure of a general subordinator[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2000,88(2):245-258.
APA	Hu, XY,&Taylor, SJ.(2000).Multifractal structure of a general subordinator.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,88(2),245-258.
MLA	Hu, XY,et al."Multifractal structure of a general subordinator".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 88.2(2000):245-258.