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Article Dans Une Revue Stochastic Processes and their Applications Année : 2008

Multifractal spectra and precise rates of decay in homogeneous fragmentation.

Résumé

We consider a mass-conservative fragmentation of the unit interval. The main purpose of this work is to specify the Hausdorff dimension of the set of locations having exactly an exponential decay. The study relies on an additive martingale which arises naturally in this setting, and a class of Lévy processes constrained to stay in a finite interval.
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Dates et versions

hal-00018531 , version 1 (03-02-2006)
hal-00018531 , version 2 (12-01-2007)
hal-00018531 , version 3 (03-07-2008)

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Citer

Nathalie Krell. Multifractal spectra and precise rates of decay in homogeneous fragmentation.. Stochastic Processes and their Applications, 2008, 118, pp.897-916. ⟨10.1016/j.spa.2007.07.001⟩. ⟨hal-00018531v3⟩
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