A multifractal decomposition according to rate of returns
β 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
No coin nor oath required. For personal study only.
β¦ Synopsis
Abstract
For oneβdimensional 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 WILEYβVCH Verlag GmbH & Co. KGaA, Weinheim)
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