Multifractal structure of a general subordinator
文献类型：期刊论文
| 作者 | Hu, XY; Taylor, SJ |
| 刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS
 |
| 出版日期 | 2000-08-01 |
| 卷号 | 88期号:2页码:245-258 |
| 关键词 | multifractal structure general subordinator Hausdorff dimension thin points |
| ISSN号 | 0304-4149 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000088243400005 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15619]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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