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| HAL: hal-00018531, version 3 |
| arXiv: math/0602065 |
| DOI: 10.1016/j.spa.2007.07.001 |
| Detailed view |  Export this paper |
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| Stochastic Processes and their Applications 118 (2008) 897-916 |
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| Available versions: | v1 (2006-02-03) | v2 (2007-01-12) | v3 (2008-07-03) |
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| Multifractal spectra and precise rates of decay in homogeneous fragmentation. |
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| Nathalie Krell 1 |
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| (2008) |
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| 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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| 1: | Laboratoire de Probabilités et Modèles Aléatoires (LPMA) |
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CNRS : UMR7599 – Université Pierre et Marie Curie [UPMC] - Paris VI – Université Paris VII - Paris Diderot |
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| Subject | : | Mathematics/Probability |
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| Interval fragmentation – Lévy Process – Multifractal spectra |
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| hal-00018531, version 3 | |
| http://hal.archives-ouvertes.fr/hal-00018531 | |
| oai:hal.archives-ouvertes.fr:hal-00018531 | |
| From: Nathalie Krell | |
| Submitted on: Thursday, 3 July 2008 15:11:18 | |
| Updated on: Monday, 22 March 2010 14:12:21 | |
