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A multifractal decomposition according to rate of returns

✍ Scribed by Jihua Ma; Zhiying Wen


Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
120 KB
Volume
280
Category
Article
ISSN
0025-584X

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✦ Synopsis


Abstract

For one‐dimensional simple symmetric random walk, the Hausdorff and packing dimensions of sets of sample paths with prescribed rate of returns to the origin are determined. This gives a multifractal decomposition of the underlying sample space. (Β© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)


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