IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v66y1997i2p283-299.html
   My bibliography  Save this article

The multifractal structure of stable occupation measure

Author

Listed:
  • Hu, Xiaoyu
  • Taylor, S. James

Abstract

Let X be a stable subordinator of index [alpha] and [mu] be the occupation measure of X. Denote d([mu],x) and as the lower and upper local dimensions of [mu]. We obtain that the Hausdorff dimension of the set of the points where is (2[alpha]2/[beta]) - [alpha] a.s. and the lower bound of packing dimension is 2[alpha] - [beta] a.s. if [alpha][less-than-or-equals, slant][beta][less-than-or-equals, slant]2[alpha]. When [beta] > 2[alpha], the corresponding set is empty a.s.. And for a.s. [Omega], the set of the points where is the closure of X[0,1].

Suggested Citation

  • Hu, Xiaoyu & Taylor, S. James, 1997. "The multifractal structure of stable occupation measure," Stochastic Processes and their Applications, Elsevier, vol. 66(2), pages 283-299, March.
    • Handle: RePEc:eee:spapps:v:66:y:1997:i:2:p:283-299
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(97)00127-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fan, Ai Hua & Shieh, Narn-Rueih, 2000. "Multifractal spectra of certain random Gibbs measures," Statistics & Probability Letters, Elsevier, vol. 47(1), pages 25-31, March.
    2. Shieh, Narn-Rueih & Taylor, S. James, 1998. "Logarithmic multifractal spectrum of stable occupation measure," Stochastic Processes and their Applications, Elsevier, vol. 75(2), pages 249-261, July.
    3. Hu, Xiaoyu & Taylor, S. James, 2000. "Multifractal structure of a general subordinator," Stochastic Processes and their Applications, Elsevier, vol. 88(2), pages 245-258, August.
    4. Shen, Dan & Hu, Xiaoyu, 2011. "The multifractal structure of the product of two stable occupation measures," Statistics & Probability Letters, Elsevier, vol. 81(4), pages 478-488, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:66:y:1997:i:2:p:283-299. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.