A multifractal decomposition according to rate of returns

DOI10.1002/MANA.200510521zbMath1127.28004OpenAlexW2004480038MaRDI QIDQ5296698

Zhiying Wen, Ji-Hua Ma

Publication date: 3 August 2007

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.200510521

zbMATH Keywords

Hausdorff dimensionpacking dimensionfractal dimensionrate of returnssimple symmetry random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17) Hausdorff and packing measures (28A78)

Related Items (4)

Return of Fibonacci random walks ⋮ A note on the rate of returns in random walks ⋮ MULTIFRACTAL ANALYSIS OF ONE-DIMENSIONAL BIASED WALKS ⋮ Thermodynamic formalism for transient dynamics on the real line

Cites Work

• Multifractal analysis of divergence points of deformed measure theoretical Birkhoff averages.
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