Multifractal analysis of a class of additive processes with correlated non-stationary increments

DOI10.1214/EJP.v9-208zbMath1096.60021OpenAlexW2000454268MaRDI QIDQ1767543

Julien Barral, Jacques Lévy-Véhel

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/126448

zbMATH Keywords

Lévy processesHausdorff dimensionspectrum of singularitiesmultifractal processesHölder singularitiesinternet traffic control protocol

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Sample path properties (60G17) Continuity and singularity of induced measures (60G30)

Related Items (2)

Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes ⋮ The multifractal nature of Volterra-Lévy processes

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