A multifractal decomposition according to rate of returns

• Autores: Ji-Hua Ma, Zhi-Ying Wen
• Localización: Mathematische Nachrichten, ISSN 0025-584X, Vol. 280, Nº. 8, 2007, págs. 888-896
• Idioma: inglés
• DOI: 10.1002/mana.200510521
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• Resumen

  • 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. (© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)