Multifractal analysis of L\'evy fields
Probability
2010-05-18 v1
Abstract
We study the pointwise regularity properties of the L\'evy fields introduced by T. Mori; these fields are the most natural generalization of L\'evy processes to the multivariate setting. We determine their spectrum of singularities, and we show that their H\"older singularity sets satisfy a large intersection property in the sense of K. Falconer.
Cite
@article{arxiv.1005.2893,
title = {Multifractal analysis of L\'evy fields},
author = {Arnaud Durand and Stéphane Jaffard},
journal= {arXiv preprint arXiv:1005.2893},
year = {2010}
}
Comments
37 pages