Self-Similar Markov Processes on Cantor Set
Probability
2008-10-22 v2
Abstract
We define analogues of Brownian motion on the triadic Cantor set by introducing a few natural requirements on the Markov semigroup. We give a detailed description of these symmetric self-similar processes and study their properties such as mixing and moment asymptotics.
Keywords
Cite
@article{arxiv.0810.3260,
title = {Self-Similar Markov Processes on Cantor Set},
author = {Yuri Bakhtin},
journal= {arXiv preprint arXiv:0810.3260},
year = {2008}
}
Comments
16 pages