## 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,
Rate of return to be a major 1998 issue
β Scribed by Smead, Richard G.
- Publisher
- John Wiley and Sons
- Year
- 2007
- Weight
- 331 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0743-5665
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