Title of article :
Multifractal structure of a general subordinator
Author/Authors :
Hu، نويسنده , , Xiaoyu and Taylor، نويسنده , , S.James، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
14
From page :
245
To page :
258
Abstract :
The object of this paper is to obtain the multifractal structure for the local time of a general Lévy 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.
Keywords :
Multifractal structure , Hausdorff dimension , General subordinator , Thin points
Journal title :
Stochastic Processes and their Applications
Serial Year :
2000
Journal title :
Stochastic Processes and their Applications
Record number :
1576649
Link To Document :
بازگشت