Search Results - subject:"Hausdorff dimension"

On the Computation of the Hausdorff Dimension of the Walrasian Economy:Further Notes

Dominique, C-Rene - Volkswirtschaftliche Fakultät, … - 2009

also posits that the Hausdorff dimension of the attractor is d = ln (n) / ln (n-1) if there are n copies of sizes (1/(n-1 …

Persistent link: https://www.econbiz.de/10005078656

Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors

Dominique, C-Rene - Volkswirtschaftliche Fakultät, … - 2013

of the index and establishes robust links between the Hausdorff dimension, investors’ behavior, and economic growth …

Persistent link: https://www.econbiz.de/10011258520

Stable Sets in multi-good pillage games are small

Breardon, Alan F.; Rowat, Colin - Department of Economics, University of Birmingham - 2010

)-dimensional measure zero. We then prove that each pseudo-indifference set in Rp has Hausdorff dimension at most p - 1, a much …

Persistent link: https://www.econbiz.de/10008577219

Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index

Dominique, C-Rene; Rivera-Solis, Luis Eduardo; Des … - Volkswirtschaftliche Fakultät, … - 2010

In extant financial market models, including the Black-Scholes’ contruct, the dramatic events of October 1987 and August 2007 are totally unexpected, because these models are based on the assumptions of ‘independent price fluctuations’ and the existence of some ‘fixed-point...

Persistent link: https://www.econbiz.de/10008577625

Stable sets in multi-good pillage games are small

Beardon, Alan F.; Rowat, Colin - 2010

Persistent link: https://www.econbiz.de/10009374231

Polar sets of anisotropic Gaussian random fields

Söhl, Jakob - 2009

bound for the hitting probabilities and conclude that sets with small Hausdorff dimension are polar. Moreover, the results …

Persistent link: https://www.econbiz.de/10010270700

Polar sets of anisotropic Gaussian random fields

Söhl, Jakob - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009

bound for the hitting probabilities and conclude that sets with small Hausdorff dimension are polar. Moreover, the results …

Persistent link: https://www.econbiz.de/10008472096

Thick points for a Gaussian Free Field in 4 dimensions

Cipriani, Alessandra; Hazra, Rajat Subhra - In: Stochastic Processes and their Applications 125 (2015) 6, pp. 2383-2404

space with underlying Hilbert space H2(R4). We can prove that for 0≤a≤4, the Hausdorff dimension of the set of a-high points …

Persistent link: https://www.econbiz.de/10011209787

Lower bounds of the Hausdorff dimension for the images of Feller processes

Knopova, V.; Schilling, R.L.; Wang, J. - In: Statistics & Probability Letters 97 (2015) C, pp. 222-228

) and p(⋅,0)≡0. We prove that, for a large class of examples, the Hausdorff dimension of the set {Xt:t∈E} for any analytic …

Persistent link: https://www.econbiz.de/10011189335

On the estimation of the mean density of random closed sets

Camerlenghi, F.; Capasso, V.; Villa, E. - In: Journal of Multivariate Analysis 125 (2014) C, pp. 65-88

interest are cases in which their Hausdorff dimension, say n, is strictly less than d, such as fiber processes, boundaries of …

Persistent link: https://www.econbiz.de/10010743751