Multifractal structure of a general subordinator

Xiaoyu Hu and S. James Taylor

Stochastic Processes and their Applications, 2000, vol. 88, issue 2, 245-258

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.

Keywords: Multifractal; structure; General; subordinator; Hausdorff; dimension; Thin; points (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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