Resumen de A multifractal decomposition according to rate of returns
Ji-Hua Ma, Zhi-Ying Wen
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)
