The fine structure of the stationary distribution for a simple Markov process
Probability
2015-10-06 v2
Abstract
We study the fractal properties of the stationary distrubtion {\pi} for a simple Markov process on R. We will give bounds for the Hausdorff dimension of {\pi}, and lower bounds for the multifractal spectrum of {\pi}. Additionally, we will provide a method for numerically estimating these bounds.
Keywords
Cite
@article{arxiv.1412.0882,
title = {The fine structure of the stationary distribution for a simple Markov process},
author = {Andreas Anckar and Göran Högnäs},
journal= {arXiv preprint arXiv:1412.0882},
year = {2015}
}