Displaying similar documents to “A short proof of the Hausdorff dimension formula for Lévy processes.”

A note on the characterization ofsome minification processes

Wiesław Dziubdziela (1997)

Applicationes Mathematicae

Similarity:

We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al

Multifractals and projections.

Fadhila Bahroun, Imen Bhouri (2006)

Extracta Mathematicae

Similarity:

In this paper, we generalize the result of Hunt and Kaloshin [5] about the L-spectral dimensions of a measure and that of its projections. The results we obtain, allow to study an untreated case in their work and to find a relationship between the multifractal spectrum of a measure and that of its projections.