Thick points for transient symmetric stable processes

Electronic Journal of Probability

Volumn 4, Issue , 1999, Pages

  Dembo, Amir ^a   Peres, Yuval ^b,c   Rosen, Jay ^d   Zeitouni, Ofer ^e  

^a STANFORD UNIVERSITY   (United States)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d CITY UNIVERSITY OF NEW YORK   (United States)

^e TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Multifractal spectrum; Occupation measure; Stable process

Indexed keywords

EID: 0002300092     PISSN: 10836489     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

1. J. Bertoin, Levy Processes, Cambridge University Press, New York, 1996.
2. Z. Ciesielski and S. J. Taylor, First passage and sojourn times and the exact Hausdor measure of the sample path, Trans. Amer. Math. Soc. 103 (1962), 434-452.
3. A. Dembo, J. Rosen, Y. Peres and O. Zeitouni, Thick points for spatial Brownian motion: multifractal analysis of occupation measure, MSRI preprint.
4. 2 Spaces, Springer-Verlag, New York, 1978.
5. S. Orey and S. J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail?, Proceed. Lond. Math. Soc. 28 (1974), 174-192.
6. E. A. Perkins, On the Hausdor Dimension of Brownian Slow points, Zeits. Wahrschein. verw. Gebeite 64 (1983), 369-399.
7. E. A. Perkins and S. J. Taylor, Uniform measure results for the image of subsets under Brownian motion, Prob. Theory Related Fields 76 (1987), 257-289.
8. M. Reed and B. Simon, Methods of Modern Mathematical Physics I: Functional Analysis, Academic Press, New York, 1978.
9. M. Reed and B. Simon, Methods of Modern Mathematical Physics IV: Analysis of Operators, Academic Press, New York, 1978.
10. R. Riedi, An improved multifractal formalism and self-similar measures, J. Math. Anal. Applic. 189 (1995), 462-490.
11. S. J.Taylor, Sample path properties of a transient stable process, J. Math.Mech. 16 (1967), 1229-1246.
12. S. J. Taylor, Regularity of irregularities on a Brownian path, Ann. Inst. Fourier (Grenoble) 39 (1974), 195-203.
13. S. J. Taylor, The use of packing measure in the analysis of random sets, Stochastic processes and their applications (Nagoya, 1985), 214-222, Lecture Notes in Math., 1203, Springer, Berlin-New York, 1986.