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布朗单样本轨道的重分形分析 被引量:4

The Multifractal Analysis for the Sample Paths of Brownian Sheet
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摘要 主要研究布朗单 W ={ W( s1 ,s2 ) :s1 ,s2 ≥ 0 }样本轨道的重分形分析问题 .在布朗单一致连续模的基础上讨论“α-快点集”的重分形分析性质 ,得到了两类不同增量形式的“α-快点集”的 Hausdorff维数 . The multifractal analysis of sample paths of Brownian sheet W={W(s 1,s 2):s 1,s 2≥0} is discussed.Based on the results of the uniform modulus of continuity for Brownian sheet,investigate the multifractal analysis properties of 'fast points' sets with different increment forms and obtain their exact Hausdorff dimensions.
作者 黄群 林火南
出处 《福建师范大学学报(自然科学版)》 CAS CSCD 2003年第2期1-8,共8页 Journal of Fujian Normal University:Natural Science Edition
基金 国家自然科学基金资助项目 ( 10 1710 15 10 2 710 2 7)
关键词 布朗单 样本轨道 重分形分析 HAUSDORFF维数 布朗运动 随机过程理论 重对数律 Brownian sheet sample path multifractal analysis Hausdorff dimension
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参考文献10

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同被引文献16

  • 1邱志平,林火南.可加布朗运动样本轨道的重分形分析[J].福建师范大学学报(自然科学版),2004,20(4):14-19. 被引量:1
  • 2黄群.布朗单的矩形增量快点集Hausdorff维数[J].莆田学院学报,2007,14(2):34-37. 被引量:1
  • 3OREY S,TAYLOR S J. How often on a Brownian path does the law of iterated logarithm fail? [J]. Proc London Math Soc, 1974,28(1) : 174-192.
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  • 6KHOSHNEVISAN D, XIAO Y M. Level sets of additive Levy processes[J]. Ann Probab, 2002,30(1) .62-100.
  • 7FALCONER K J. Fractal geometry-mathematical foundations and application[M]. New York:John Wiley, 1990.
  • 8DEMBO A, PERES Y, ROSEN J, et al. Thick points for spatial Brownian motion.. Multifractal analysis of occupation measure[J]. Ann Probab , 2000,28 (1) : 1-35.
  • 9TRICOT C. Two definitions of fractal dimension[J]. Math Proc Cambridge Philos Soc, 1982,91(1) :57-74.
  • 10XIAO Yi-min. Packing dimension, Hausdorff dimension and Cartesian product sets[J]. Math Proc Cambridge Philos Soc, 1996,120(3) : 535-546.

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