Multifractal analysis of the occupation measures of a kind of stochastic processes
文献类型：期刊论文
| 作者 | Hu, XY |
| 刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS
 |
| 出版日期 | 1999-04-01 |
| 卷号 | 80期号:2页码:249-269 |
| 关键词 | local dimension Hausdorff dimension packing dimension multifractal spectrum |
| ISSN号 | 0304-4149 |
| 英文摘要 | 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. |
| 语种 | 英语 |
| WOS记录号 | WOS:000079353800007 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14648]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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