Title of article :
Logarithmic multifractal spectrum of stable occupation measure
Author/Authors :
Shieh، نويسنده , , Narn-Rueih and Taylor، نويسنده , , S.James، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
13
From page :
249
To page :
261
Abstract :
For a stable subordinator Yt of index α, 0<α<1, the occupation measureμ(A)=|{t∈[0,1] : Yt∈A}|is known to have (with probability 1) the property thatlim infr↓0ln μ(x−r, x+r)ln r=α, ∀x∈Y[0,1].In order to obtain an interesting spectrum for the large values of μ(x−r,x+r), we consider the setBθ=x∈Y[0,1] : lim supr↓0μ(x−r,x+r)cαrα(ln(1/r))1−α=θ,where cα is a suitable constant. It is shown that Bθ=∅ for θ>1, and Bθ ≠ ∅ for 0⩽θ⩽1; moreover, dim Bθ=Dim Bθ=α(1−θ1/(1−α)).
Keywords :
Stable subordinators , multifractals , Occupation measures
Journal title :
Stochastic Processes and their Applications
Serial Year :
1998
Journal title :
Stochastic Processes and their Applications
Record number :
1576260
Link To Document :
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