Multifractal properties of the sets of zeroes of Brownian paths
Fundamenta Mathematicae, Tome 147 (1995) no. 2, pp. 157-171
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
We study Brownian zeroes in the neighborhood of which one can observe a non-typical growth rate of Brownian excursions. We interpret the multifractal curve for the Brownian zeroes calculated in [6] as the Hausdorff dimension of certain sets. This provides an example of the multifractal analysis of a statistically self-similar random fractal when both the spacing and the size of the corresponding nested sets are random.
Keywords:
independent random variables, Brownian motion, local time, Hausdorff dimension, self-similarity
Affiliations des auteurs :
Dmitry Dolgopyat 1 ; Vadim Sidorov 1
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author = {Dmitry Dolgopyat and Vadim Sidorov},
title = {Multifractal properties of the sets of zeroes of {Brownian} paths},
journal = {Fundamenta Mathematicae},
pages = {157--171},
publisher = {mathdoc},
volume = {147},
number = {2},
year = {1995},
doi = {10.4064/fm_1995_147_2_1_157_171},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/fm_1995_147_2_1_157_171/}
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Dmitry Dolgopyat; Vadim Sidorov. Multifractal properties of the sets of zeroes of Brownian paths. Fundamenta Mathematicae, Tome 147 (1995) no. 2, pp. 157-171. doi: 10.4064/fm_1995_147_2_1_157_171
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