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Multifractal Analysis of Infinite Products of Stationary Jump Processes
Joint Authors
Mannersalo, Petteri
Norros, Ilkka
Riedi, Rudolf H.
Source
Journal of Probability and Statistics
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-26, 26 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-06-28
Country of Publication
Egypt
No. of Pages
26
Main Subjects
Abstract EN
There has been a growing interest in constructing stationary measures with known multifractal properties.
In an earlier paper, the authors introduced the multifractal products of stochastic processes (MPSP) and provided basic properties concerning convergence, nondegeneracy, and scaling of moments.
This paper considers a subclass of MPSP which is determined by jump processes with i.i.d.
exponentially distributed interjump times.
Particularly, the information dimension and a multifractal spectrum of the MPSP are computed.
As a side result it is shown that the random partitions imprinted naturally by a family of Poisson point processes are sufficient to determine the spectrum in this case.
American Psychological Association (APA)
Mannersalo, Petteri& Norros, Ilkka& Riedi, Rudolf H.. 2010. Multifractal Analysis of Infinite Products of Stationary Jump Processes. Journal of Probability and Statistics،Vol. 2010, no. 2010, pp.1-26.
https://search.emarefa.net/detail/BIM-499662
Modern Language Association (MLA)
Mannersalo, Petteri…[et al.]. Multifractal Analysis of Infinite Products of Stationary Jump Processes. Journal of Probability and Statistics No. 2010 (2010), pp.1-26.
https://search.emarefa.net/detail/BIM-499662
American Medical Association (AMA)
Mannersalo, Petteri& Norros, Ilkka& Riedi, Rudolf H.. Multifractal Analysis of Infinite Products of Stationary Jump Processes. Journal of Probability and Statistics. 2010. Vol. 2010, no. 2010, pp.1-26.
https://search.emarefa.net/detail/BIM-499662
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-499662