Multifractal structure of a general subordinator
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.
Year of publication: |
2000
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Authors: | Hu, Xiaoyu ; Taylor, S. James |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 88.2000, 2, p. 245-258
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Publisher: |
Elsevier |
Keywords: | Multifractal structure General subordinator Hausdorff dimension Thin points |
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