Multifractal analysis of superprocesses with stable branching in dimension one

Leonid Mytnik; Vitali Wachtel

doi:10.1214/14-AOP951

Multifractal analysis of superprocesses with stable branching in dimension one

Leonid Mytnik, Vitali Wachtel

Data and Decision Sciences

Research output: Contribution to journal › Article › peer-review

Abstract

We show that density functions of a (α, 1,β)-superprocesses are almost sure multifractal for α > β + 1, β ∈ (0, 1) and calculate the corresponding spectrum of singularities.

Original language	English
Pages (from-to)	2763-2809
Number of pages	47
Journal	Annals of Probability
Volume	43
Issue number	5
DOIs	https://doi.org/10.1214/14-AOP951
State	Published - 2015

Keywords

Hausdorff dimension
Hölder continuity
Multifractal spectrum
Superprocess

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1214/14-AOP951

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title = "Multifractal analysis of superprocesses with stable branching in dimension one",

abstract = "We show that density functions of a (α, 1,β)-superprocesses are almost sure multifractal for α > β + 1, β ∈ (0, 1) and calculate the corresponding spectrum of singularities.",

keywords = "Hausdorff dimension, H{\"o}lder continuity, Multifractal spectrum, Superprocess",

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KW - Hölder continuity

KW - Multifractal spectrum

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Multifractal analysis of superprocesses with stable branching in dimension one

Abstract

Keywords

ASJC Scopus subject areas

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