IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v88y2000i2p245-258.html
   My bibliography  Save this article

Multifractal structure of a general subordinator

Author

Listed:
  • Hu, Xiaoyu
  • Taylor, S. James

Abstract

The object of this paper is to obtain the multifractal structure for the local time of a general Lévy process which hits points. All such local time measures can be represented as the occupation measure of a subordinator. The thick points in the spectrum were investigated in a recent paper by Marsalle (1999. Ann. Probab. 27, 150-165). In this paper we obtain the spectrum for thin points, obtaining analogues of our results (Hu and Taylor, 1997, Stochastic Process. Appl. 66, 283-299) for the stable subordinator. We obtain our precise dimension results for exceptional sets in time rather than in space.

Suggested Citation

  • Hu, Xiaoyu & Taylor, S. James, 2000. "Multifractal structure of a general subordinator," Stochastic Processes and their Applications, Elsevier, vol. 88(2), pages 245-258, August.
    • Handle: RePEc:eee:spapps:v:88:y:2000:i:2:p:245-258
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(00)00004-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hu, Xiaoyu & Taylor, S. James, 1997. "The multifractal structure of stable occupation measure," Stochastic Processes and their Applications, Elsevier, vol. 66(2), pages 283-299, March.
    2. Shieh, Narn-Rueih & Taylor, S. James, 1998. "Logarithmic multifractal spectrum of stable occupation measure," Stochastic Processes and their Applications, Elsevier, vol. 75(2), pages 249-261, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hyunchul Park & Yimin Xiao & Xiaochuan Yang, 2020. "Uniform Dimension Results for the Inverse Images of Symmetric Lévy Processes," Journal of Theoretical Probability, Springer, vol. 33(4), pages 2213-2232, December.
    2. Klaus Fleischmann & Leonid Mytnik & Vitali Wachtel, 2011. "Hölder Index at a Given Point for Density States of Super-α-Stable Motion of Index 1+β," Journal of Theoretical Probability, Springer, vol. 24(1), pages 66-92, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fan, Ai Hua & Shieh, Narn-Rueih, 2000. "Multifractal spectra of certain random Gibbs measures," Statistics & Probability Letters, Elsevier, vol. 47(1), pages 25-31, March.
    2. Shen, Dan & Hu, Xiaoyu, 2011. "The multifractal structure of the product of two stable occupation measures," Statistics & Probability Letters, Elsevier, vol. 81(4), pages 478-488, April.
    3. Mörters, Peter & Shieh, Narn-Rueih, 2002. "Thin and thick points for branching measure on a Galton-Watson tree," Statistics & Probability Letters, Elsevier, vol. 58(1), pages 13-22, May.
    4. Shieh, Narn-Rueih & Taylor, S. James, 1998. "Logarithmic multifractal spectrum of stable occupation measure," Stochastic Processes and their Applications, Elsevier, vol. 75(2), pages 249-261, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:88:y:2000:i:2:p:245-258. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.