• 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