Asymptotic limit properties of the occupation measure for a transient Brownian sheet

We present sharp asymptotic limit properties of the maximum of the occupation measure around intervals for a transient Brownian sheet. The corresponding multifractal analysis via packing dimension for occupation measures is also established.

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Year of publication:	2011
Authors:	Lin, Huonan ; Wang, Jian
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1978-1985
Publisher:	Elsevier
Subject:	Transient Brownian sheet \| Occupation measure \| Packing dimension

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571772